Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors

DOI10.1007/s00184-006-0111-6zbMath1433.62084OpenAlexW2047923864MaRDI QIDQ745533

Degui Li, Jia Chen, Zheng Yan Lin

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0111-6

zbMATH Keywords

asymptotic distributionconsistencylinear modellong-range dependenceS-estimator

Mathematics Subject Classification ID

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

Related Items (1)

The S-estimator in the change-point random model with long memory

Cites Work

• Unnamed Item
• Unnamed Item
• On asymptotics of t-type regression estimation in multiple linear model
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Multiple stochastic integrals with dependent integrators
• M-estimators in linear models with long range dependent errors
• Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
• General \(M\)-estimation
• Functional stability of one-step GM-estimators in approximately linear regression
• Robust regression: Asymptotics, conjectures and Monte Carlo
• The asymptotics of S-estimators in the linear regression model
• S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend
• Asymptotic behavior of general M-estimates for regression and scale with random carriers
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Robust Estimation of a Location Parameter
• A General Qualitative Definition of Robustness

This page was built for publication: Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors