The Asymptotics of MM-Estimators for Linear Regression with Fixed Designs
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References listed on IDEAS
- Qihua Wang, 2002. "Empirical Likelihood-based Inference in Linear Models with Missing Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(3), pages 563-576.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, pages 197-210.
- Marek Omelka & Matías Salibián-Barrera, 2010. "Uniform asymptotics for S- and MM-regression estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, pages 897-927.
- Salibian-Barrera, Matias, 2006. "Bootstrapping MM-estimators for linear regression with fixed designs," Statistics & Probability Letters, Elsevier, pages 1287-1297.
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KeywordsMM-estimators; Fixed designs; Consistency; Asymptotic distribution;
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