Huber-Dutter estimation of linear models with dependent errors

Cites Work

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Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
Lack of fit test for long memory regression models
\(M\)-estimation of linear models with dependent errors
Consistency and normality of Huber-Dutter estimators for partial linear model
Asymptotic behavior of robust estimators of regression and scale parameters with fixed carriers
Asymptotic normality of Huber-Dutter estimators in a linear model with AR(1) processes
Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
Asymptotic properties for M-estimators in linear models with dependent random errors
Bridge estimation for linear regression models with mixing properties
On the strong consistency of M-estimates in linear models for negatively superadditive dependent errors
Robust estimation in parametric time series models under long- and short-range-dependent structures
Weak consistency for the estimators in a semiparametric regression model based on negatively associated random errors
A Robust Method for Multiple Linear Regression
Weak linear representation of M-estimaton in GLMs with dependent errors
Inference for Linear Models with Dependent Errors
Rank-Based Estimation and Associated Inferences for Linear Models With Cluster Correlated Errors
The strong consistency of M-estimates in linear models with extended negatively dependent errors
Asymptotic distribution of least square estimators for linear models with dependent errors
Central limit theorems for time series regression
Robust Statistics

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