M-estimates for stationary and scaled residuals

DOI10.1515/rose.2007.017zbMath1189.62021OpenAlexW2021549665MaRDI QIDQ5324842

Christopher S. Withers, Saralees Nadarajah

Publication date: 8 August 2009

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2007.017

zbMATH Keywords

asymptotic normalitysmooth functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models

Cites Work

• Sensitivity analysis of \(M\)-estimates of nonlinear regression model: Influence of data subsets
• Bootstrap approximation to the distribution of M-estimates in a linear model
• A note on the uniform asymptotic normality of location M-estimates
• Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors
• The asymptotic theory of linear time-series models
• On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance

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