Pages that link to "Item:Q1088338"

The following pages link to Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters (Q1088338):

Displaying 29 items.

• Maximum deviation of error density estimators in censored linear regression (Q452874) (← links)
• Critical dimension in profile semiparametric estimation (Q489169) (← links)
• On the residual empirical process based on the ALASSO in high dimensions and its functional oracle property (Q494167) (← links)
• Estimating the error distribution function in semiparametric additive regression models (Q645626) (← links)
• On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression (Q707046) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• Estimating the innovation distribution in nonparametric autoregression (Q1017896) (← links)
• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency (Q1069594) (← links)
• Another look at the jackknife: Further examples of generalized bootstrap (Q1305218) (← links)
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression (Q1417796) (← links)
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
• Weak convergence of the empirical process of residuals in linear models with many parameters (Q1848882) (← links)
• Consistency of error density and distribution function estimators in nonparametric regression. (Q1871280) (← links)
• Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Asymptotic properties of hazard rate estimator in censored linear regression (Q2364048) (← links)
• Correcting MM estimates for ``fat'' data sets (Q2445770) (← links)
• Testing goodness of fit for the distribution of errors in multivariate linear models (Q2567122) (← links)
• Some results on generalized regression quantiles (Q3212121) (← links)
• Empirical process based on the recursive residuals in functional measurement error models (Q3409005) (← links)
• A bootstrap version of the residual-based smooth empirical distribution function (Q3506265) (← links)
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
• Asymptotic Properties of Error Density Estimator in Regression Model Under α-Mixing Assumptions (Q3631407) (← links)
• Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
• Estimating functionals of the error distribution in parametric and nonparametric regression (Q4831091) (← links)
• A law of the iterated logarithm for error density estimator in censored linear regression (Q5078821) (← links)
• Comment (Q5406353) (← links)
• Asymptotic distribution of regression M-estimators (Q5945257) (← links)