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The Asymptotics of MM-Estimators for Linear Regression with Fixed Designs

โœ Scribed by Matias Salibian-Barrera

Publisher
Springer
Year
2006
Tongue
English
Weight
134 KB
Volume
63
Category
Article
ISSN
0026-1335

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Asymptotics of M-estimators in non-linea
Asymptotics of M-estimators in non-linear regression with long memory designs
โœ Hira L. Koul; Richard T. Baillie ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 198 KB

This paper derives the asymptotic distribution of a class of M -estimators in a family of non-linear regression models when the errors and the design variables are long memory moving averages. The class of estimators includes analogs of the least square, least absolute deviation and the Huber(c) est