Strong consistency of M-estimates in linear models

DOI10.1016/0047-259X(88)90120-0zbMath0649.62057MaRDI QIDQ5903705

X. R. Chen, Yuehua Wu

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

minimization problemstrong consistency of M-estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (15)

A new class of consistent estimators for stochastic linear regressive models ⋮ On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models ⋮ Unnamed Item ⋮ Asymptotics of M‐estimator in multivariate linear regression models for a class of random errors ⋮ Asymptotic properties of M estimators in classical linear models with φ -mixing random errors ⋮ An exponential inequality and its application to \(M\) estimators in multiple linear models ⋮ Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models ⋮ BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES ⋮ Consistency of M-estimators of nonlinear signal processing models ⋮ Global nonparametric estimation of conditional quantile functions and their derivatives ⋮ Asymptotic property of \(M\) estimator in classical linear models under dependent random errors ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors ⋮ Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models ⋮ Some contributions to M-estimation in linear models ⋮ On solvability of an equation arising in the theory of m-estimates

Cites Work

• Unnamed Item
• Unnamed Item
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• Asymptotic behavior of M-estimators for the linear model
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Computational aspects of adaptive combination of least squares and least absolute deviations estimators
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Robust Estimation of a Location Parameter

This page was built for publication: Strong consistency of M-estimates in linear models