Pages that link to "Item:Q2567189"

The following pages link to M-estimation for linear models with spatially-correlated errors (Q2567189):

Displaying 18 items.

• Spatial correlation robust inference with errors in location or distance (Q280268) (← links)
• Shrinkage estimation of the linear model with spatial interaction (Q506575) (← links)
• On linear models with long memory and heavy-tailed errors (Q618159) (← links)
• Local linear M-estimation for spatial processes in fixed-design models (Q964814) (← links)
• Robust quantile estimation and prediction for spatial processes (Q988123) (← links)
• \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
• Quasi-generalized least squares regression estimation with spatial data (Q1673550) (← links)
• Asymptotic property of \(M\) estimator in classical linear models under dependent random errors (Q1739325) (← links)
• Moderate deviations for M-estimators in linear models with \(\phi\)-mixing errors (Q1757996) (← links)
• Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs (Q1768124) (← links)
• An exponential inequality and its application to \(M\) estimators in multiple linear models (Q2208383) (← links)
• M-test in linear models with negatively superadditive dependent errors (Q2406281) (← links)
• Asymptotic properties for M-estimators in linear models with dependent random errors (Q2437863) (← links)
• On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors (Q2804157) (← links)
• Robust estimation in parametric time series models under long- and short-range-dependent structures (Q2810370) (← links)
• Adding Spatially-Correlated Errors Can Mess Up the Fixed Effect You Love (Q3021424) (← links)
• Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
• Asymptotics of <i>M</i>‐estimator in multivariate linear regression models for a class of random errors (Q6139770) (← links)