\(M\)-estimators for regression with changing scale

DOI10.1007/s13571-016-0122-xzbMath1427.62038OpenAlexW2417547435MaRDI QIDQ2358426

Christopher S. Withers, Saralees Nadarajah

Publication date: 14 June 2017

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-016-0122-x

zbMATH Keywords

robust\(M\)-estimatorregressiontrend in scale

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20)

Uses Software

• robustbase

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors
• Statistical decision theory. Estimation, testing, and selection.
• Adapting for heteroscedasticity in linear models
• Robust methods and asymptotic theory in nonlinear econometrics
• Robust estimation in heteroscedastic linear models
• Robust statistical methods
• Robust asymptotic statistics
• Parametric statistical theory: with the assistance of R. Hamböker
• General \(M\)-estimation
• Some results for robust GM-based estimators in heteroscedastic regression models
• Weighted empirical processes in dynamic nonlinear models.
• Linear models. Least squares and alternatives
• Weak convergence and empirical processes. With applications to statistics
• The moments of the Pearson chi-squared statistic and the minimum expected value in two-way tables
• Approximation Theorems of Mathematical Statistics
• Micro-Econometrics
• On the efficiency of quasi-likelihood estimation
• Fitting Heteroscedastic Regression Models
• Combining Independent Regression Estimators From Multiple Surveys
• Robust Statistics
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances
• Robust Statistics
• Robust Statistics

This page was built for publication: \(M\)-estimators for regression with changing scale