Some contributions to M-estimation in linear models
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Publication:1579995
DOI10.1016/S0378-3758(00)00078-1zbMath0951.62058WikidataQ126858473 ScholiaQ126858473MaRDI QIDQ1579995
Publication date: 3 January 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
asymptoticsasymptotic normalityBahadur representationweak consistencylinear modelsstrong consistencyanalysis of varianceM-estimationleast absolute deviations estimationM-tests
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)
Related Items (4)
Strong consistency of M-estimates in linear models ⋮ \(M\)-estimation of linear models with dependent errors ⋮ Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors
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