Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case

Type: Article

Publication Date: 1994-11-01

Citations: 31

DOI: https://doi.org/10.1006/jmva.1994.1059

Locations

  • Journal of Multivariate Analysis - View

Similar Works

Action Title Year Authors
+ Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case 1994 Zhidong Bai
Yuehua Wu
+ Asymptotic properties of $$M$$ M -estimators in linear and nonlinear multivariate regression models 2013 Christopher S. Withers
Saralees Nadarajah
+ Asymptotic Theory of M‐estimators 2018
+ Asymptotics of generalized M-estimation of regression and scale with fixed carriers, in an approximately linear model 1996 Douglas P. Wiens
+ PDF Chat On $M$-Processes and $M$-Estimation 1989 A. H. Welsh
+ Asymptotic properties on high-dimensional multivariate regression M-estimation 2021 Hao Ding
Shanshan Qin
Yuehua Wu
Yaohua Wu
+ Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies 2010 Miao Bai-qi
Yuehua Wu
Liu Dong-hai
+ Comparison of scale-invariant M-estimators in regression models 1996 Fátima B. Drummond
Julio da Mota Singer
+ Asymptotic distribution of regression M-estimators 2001 Miguel A. Arcones
+ Robust Estimation of Regression Model 2008 Jan Ámos Vı́šek
+ Asymptotic normality of M-estimates in the classical nonlinear regression model 2008 А. В. Иванов
I. V. Orlovskyi
+ Asymptotic properties for M-estimators in linear models with dependent random errors 2013 Jun Fan
Ailing Yan
Naihua Xiu
+ PDF Chat M-estimation of linear models with dependent errors 2007 Wei Biao Wu
+ Convergent Rates of M-Estimators for a Partly Linear Model 1993 Guoying Li
Peide Shi
+ On adaptive scale-equivariant m-estimators in linear models 1982 Jana Jureĉková
Pranab Kumar Sen
+ Asymptotic Normality of the Recursive M-estimators of the Scale Parameters 2006 Miao Bai-qi
Yuehua Wu
Donghai Liu
Qian Tong
+ PDF Chat Second-order asymptotic representation of M-estimators in a linear model 2010 Marek Omelka
+ CONCOMITANT SCALE ESTIMATION IN REGRESSION PROBLEMS WITH INCREASING DIMENSION 1989 A. H. Welsh
+ PDF Chat Asymptotic behavior of general M-estimates for regression and scale with random carriers 1981 Ricardo A. Maronna
Vı́ctor J. Yohai
+ PDF Chat Asymptotics with Increasing Dimension for Robust Regression with Applications to the Bootstrap 1989 Enno Mammen

Works Cited by This (0)

Action Title Year Authors