M-estimators with non-standard rates of convergence and weakly dependent data

DOI10.1016/j.jspi.2004.09.004zbMath1088.62034OpenAlexW2060659242MaRDI QIDQ2491851

Mehmet Caner

Publication date: 29 May 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.09.004

zbMATH Keywords

censored regressionempirical process methodsmaximum score estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Related Items (1)

Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions

Cites Work

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• Some mixing properties of time series models
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Rates of convergence for empirical processes of stationary mixing sequences
• Invariance principles for absolutely regular empirical processes
• \(M\)-estimation, convexity and quantiles
• Weak convergence and empirical processes. With applications to statistics
• Some Limit Theorems for Random Functions. I
• Sample Splitting and Threshold Estimation
• Threshold Autoregression with a Unit Root
• An introduction to econometric applications of empirical process theory for dependent random variables
• A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL

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