Random weighting method for M-test in linear model with dependent errors

DOI10.1080/03610926.2022.2101119MaRDI QIDQ6118253

Xiang Dong Liu, Zhen Zeng, Unnamed Author

Publication date: 23 February 2024

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

linear modelslocal alternativerandom weightingdependent errorsM-test

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Random weighting \(M\)-estimation for linear errors-in-variables models
• Lack of fit test for long memory regression models
• \(M\)-estimation of linear models with dependent errors
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• Consistency of MLE, LSE and M-estimation under mild conditions
• Testing in linear composite quantile regression models
• Approximation by random weighting method for M-test in linear models
• M-test in linear models with negatively superadditive dependent errors
• Randomly weighted LAD-estimation for partially linear errors-in-variables models
• M-tests for multivariate regression model
• Analysis of least absolute deviation
• Weak linear representation of M-estimaton in GLMs with dependent errors
• RobustMTests Without Consistent Estimation of the Asymptotic Covariance Matrix
• Robust Statistics

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