Consistency for least squares regression estimators with infinite variance data

Daren B. H. Cline

Type: Article

Publication Date: 1989-10-01

Citations: 17

DOI: https://doi.org/10.1016/0378-3758(89)90087-6

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Locations

Journal of Statistical Planning and Inference - View

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+	Least Tail-Trimmed Squares for Infinite Variance Autoregressions	2012	Jonathan B. Hill
+	Least tail‐trimmed squares for infinite variance autoregressions	2012	Jonathan B. Hill
+	Functional central limit theorems for self-normalized least squares processes in regression with possibly infinite variance data	2011	Miklós Csörgő Yuliya V. Martsynyuk
+ PDF Chat	Subexponentiality of the product of independent random variables	1994	Daren B. H. Cline Gennady Samorodnitsky
+	Abelian and Tauberian theorems relating the local behavior of an integrable function to the tail behavior of its Fourier transform	1991	Daren B. H. Cline
+ PDF Chat	On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors	2013	Yuliya V. Martsynyuk
+	References	2017	Sucharita Ghosh
+	Optimal kernel estimation of densities	1990	Daren B. H. Cline

Works Cited by This (17)

Action	Title	Year	Authors
+ PDF Chat	Limit Theory for the Sample Covariance and Correlation Functions of Moving Averages	1986	Richard A. Davis Sidney I. Resnick
+ PDF Chat	Limit Theory for Moving Averages of Random Variables with Regularly Varying Tail Probabilities	1985	Richard A. Davis Sidney I. Resnick
+	Convolution tails, product tails and domains of attraction	1986	Daren B. H. Cline
+ PDF Chat	Asymptotic behavior of general M-estimates for regression and scale with random carriers	1981	Ricardo A. Maronna Vı́ctor J. Yohai
+	Joint stable attraction of two sums of products	1988	Daren B. H. Cline
+ PDF Chat	On closure and factorization properties of subexponential and related distributions	1980	Paul Embrechts Charles M. Goldie
+	Regression and autoregression with infinite variance	1974	Marek Kanter William Steiger
+	REGRESSION WITH NON-GAUSSIAN STABLE DISTURBANCES: SOME SAMPLING RESULTS	2010	Robert C. Blattberg Thomas J. Sargent
+	An asymptotic theory for weighted least-squares with weights estimated by replication	1988	Raymond J. Carroll Daren B. H. Cline
+	On Some Limit Theorems Similar to the Arc-Sin Law	1965	Leo Breiman