scientific article; zbMATH DE number 3894265

zbMath0561.62027MaRDI QIDQ5186557

Jana Jureckova

Publication date: 1984

Full work available at URL: https://eudml.org/doc/27639

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear modelL-estimatorsasymptotic representationrobust estimationasymmetric distributionasymptotic distribution of the trimmed least squares estimatorBahadur-type representation of regression quantilesi.i.d. error terms

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (15)

Flexible \(L\)-estimation in the linear model ⋮ Symmetric regression quantile and its application to robust estimation for the nonlinear regression model ⋮ Estimation of quantile density function based on regression quantiles ⋮ Risk measures in a quantile regression credibility framework with Fama/French data applications ⋮ Adaptive choice of trimming proportion in trimmed least-squares estimation. ⋮ Trimmed, Bayesian and admissible estimators ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Optimal tests for autoregressive models based on autoregression rank scores ⋮ Semiparametric quantile modelling of hierarchical data ⋮ Regression quantiles and trimmed least squares estimator in the nonlinear regression model ⋮ A p-subset property of \(L_ 1\) and regression quantile estimates ⋮ Asymptotic relations between L- and M-estimators in the linear model ⋮ Distribution-function-based bivariate quantiles.

Cites Work

• On some analogues to linear combinations of order statistics in the linear model
• Trimmed Least Squares Estimation in the Linear Model
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Regression Quantiles
• Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
• A Note on Quantiles in Large Samples
• Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression
• Nonparametric Estimate of Regression Coefficients
• Robust Statistics
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