M-estimation of linear models with dependent errors

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

M-estimation of Linear Models with Dependent Errors

We study the asymptotic behavior of M -estimates of regression parameters in multiple linear models where errors are dependent random variables. A Bahadur representation of the M -estimates is derived and a central limit theorem is established. The results are applied to linear models with errors being short-range dependent linear processes, heavy-tailed linear processes and some widely used no...

متن کامل

M-test in linear models with negatively superadditive dependent errors

This paper is concerned with the testing hypotheses of regression parameters in linear models in which errors are negatively superadditive dependent (NSD). A robust M-test base on M-criterion is proposed. The asymptotic distribution of the test statistic is obtained and the consistent estimates of the redundancy parameters involved in the asymptotic distribution are established. Finally, some M...

متن کامل

Inference for linear models with dependent errors

The paper is concerned with inference for linear models with fixed regressors and weakly dependent stationary time series errors. Theoretically, we obtain asymptotic normality for the M -estimator of the regression parameter under mild conditions and establish a uniform Bahadur representation for recursive M -estimators. Methodologically, we extend the recently proposed self-normalized approach...

متن کامل

One-Step R-Estimation in Linear Models with Stable Errors

Classical estimation techniques for linear models either are inconsistent, or perform rather poorly, under αstable error densities; most of them are not even rate-optimal. In this paper, we propose an original one-step R-estimation method and investigate its asymptotic performances under stable densities. Contrary to traditional least squares, the proposed R-estimators remain root-n consistent ...

متن کامل

Robust Estimation in Linear Regression with Molticollinearity and Sparse Models

‎One of the factors affecting the statistical analysis of the data is the presence of outliers‎. ‎The methods which are not affected by the outliers are called robust methods‎. ‎Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers‎. ‎Besides outliers‎, ‎the linear dependency of regressor variables‎, ‎which is called multicollinearity...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Statistics

سال: 2007

ISSN: 0090-5364

DOI: 10.1214/009053606000001406