Asymptotic properties of $$M$$ M -estimators in linear and nonlinear multivariate regression models-Reference-Cited by-同舟云学术

Asymptotic properties of $$M$$ M -estimators in linear and nonlinear multivariate regression models

Published:2013-08-23 Issue:5 Volume:77 Page:647-673
ISSN:0026-1335
Container-title:Metrika
language:en
Short-container-title:Metrika

Author:

Withers Christopher S.,Nadarajah Saralees

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00184-013-0458-4.pdf

Reference59 articles.

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3. Bierens HJ (1981) Robust methods and asymptotic theory in nonlinear econometrics. Springer, New York

4. Cai T, Duan S, Ren T, Liu F (2010) A robust parametric method for power harmonic estimation based on M-estimators. Measurement 43:67–77

5. Carroll RJ, Ruppert D (1982) Robust estimation in heteroscedastic linear models. Ann Stat 10:429–441

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