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Bahadur representations of M-estimators and their applications in general linear models

Consider the linear regression model [Formula: see text] where [Formula: see text] are general dependence errors. The Bahadur representations of M-estimators of the parameter β are given, by which asymptotically the theory of M-estimation in linear regression models is unified. As applications, the...

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Detalles Bibliográficos
Autor principal: Hu, Hongchang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5978921/
https://www.ncbi.nlm.nih.gov/pubmed/30137866
http://dx.doi.org/10.1186/s13660-018-1715-x