Finite sample properties of adaptive regression estimators

DOI10.1080/07474939508800321zbMath0825.62577OpenAlexW2062984641MaRDI QIDQ4853100

Pin T. Ng

Publication date: 13 December 1995

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939508800321

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• R

Cites Work

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• Adaptive estimation of regression models via moment restrictions
• Adaptive \(L\)-estimation for linear models
• Rejection of Outliers
• Tests of linear hypotheses based on regression rank scores
• Asymptotic Behavior of the Number of Regression Quantile Breakpoints
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Regression Quantiles
• Smoothing Spline Score Estimation
• Robust Estimation of a Location Parameter

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