A note on partially adaptive estimation via a normal mixture

DOI10.1080/03610929608831758zbMath0875.62307OpenAlexW2031224643MaRDI QIDQ4337185

Robert F. Phillips

Publication date: 5 November 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831758

zbMATH Keywords

regressionpartially adaptive estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Partially adaptive estimation of autoregressive processes via a normal mixture

Cites Work

• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• On adaptive estimation
• Adaptive estimation of regression models via moment restrictions
• Partially adaptive estimation via a normal mixture
• A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
• Adaptive Robust Procedures: A Partial Review and Some Suggestions for Future Applications and Theory
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Asymptotic Properties of Non-Linear Least Squares Estimators

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