Pages that link to "Item:Q1808685"
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The following pages link to \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685):
Displaying 10 items.
- One-step R-estimation in linear models with stable errors (Q528136) (← links)
- Asymptotic normality of minimum \(L_ 1\)-norm estimates in linear models (Q805113) (← links)
- The bias and skewness of \(L_ 1\)-estimates in regression (Q1095536) (← links)
- On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models (Q1984649) (← links)
- Block average quantile regression for massive dataset (Q2175645) (← links)
- On multivariate quantile regression analysis (Q2324263) (← links)
- Unbiased L<sub>1</sub>and L<sub>∞</sub>estimation (Q3707159) (← links)
- On a necessary condition for the consistency of the l<sub>1</sub>estimates in linear regression models (Q4275790) (← links)
- Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY (Q4944640) (← links)
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012) (← links)
