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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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Vydáno v:J Inequal Appl
Hlavní autor: Hu, Hongchang
Médium: Artigo
Jazyk:Inglês
Vydáno: Springer International Publishing 2018
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC5978921/
https://ncbi.nlm.nih.gov/pubmed/30137866
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1186/s13660-018-1715-x
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