Bahadur representations of M-estimators and their applications in general linear models
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Publication:824581
DOI10.1186/s13660-018-1715-xzbMath1497.62168OpenAlexW2805040974WikidataQ55273028 ScholiaQ55273028MaRDI QIDQ824581
Publication date: 15 December 2021
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1715-x
Bahadur representationnormal distributionM-estimatelinear regression modelsrate of strong convergence
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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