Weak linear representation of M-estimaton in GLMs with dependent errors

DOI10.1142/S0219493717500344zbMath1373.62387MaRDI QIDQ4975318

Zhen Zeng, Hong Chang Hu

Publication date: 4 August 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitylinear representationgeneralized linear modelsM-estimatordependent errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Random weighting method for M-test in linear model with dependent errors, Difference-based M-estimator of generalized semiparametric model with NSD errors

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