Breakdown points and variation exponents of robust $M$-estimators in linear models

JOURNAL ARTICLE published 1 August 1999 in The Annals of Statistics

Authors: Ivan Mizera | Christine H. Müller

Asymptotic Properties of Non-Linear Least Squares Estimators

JOURNAL ARTICLE published April 1969 in The Annals of Mathematical Statistics

Authors: Robert I. Jennrich

Adapting for Heteroscedasticity in Linear Models

JOURNAL ARTICLE published 1 December 1982 in The Annals of Statistics

Authors: Raymond J. Carroll

On the Strong Approximation of the Distributions of Estimators in Linear Stochastic Models, I and II: Stationary and Explosive AR Models

JOURNAL ARTICLE published 1 September 1988 in The Annals of Statistics

Authors: P. Jeganathan

Optimum Estimators for Linear Functions of Location and Scale Parameters

JOURNAL ARTICLE published December 1969 in The Annals of Mathematical Statistics

Authors: Nancy R. Mann

Asymptotic properties of penalized spline estimators in concave extended linear models: Rates of convergence

JOURNAL ARTICLE published 1 December 2021 in The Annals of Statistics

Authors: Jianhua Z. Huang | Ya Su

On Horvitz and Thompson's $T_1$ Class of Linear Estimators

JOURNAL ARTICLE published December 1967 in The Annals of Mathematical Statistics

Authors: S. G. Prabhu Ajgaonkar

On a Theorem of Karlin Regarding Admissibility of Linear Estimates in Exponential Populations

JOURNAL ARTICLE published December 1966 in The Annals of Mathematical Statistics

Authors: Richard Morton | M. Raghavachari

A Note on Admissibility of Improved Unbiased Estimators in Two Variance Component Models

BOOK CHAPTER published 1985 in Linear Statistical Inference

Authors: S. Gnot | J. Kleffe

Hyper-Admissibility and Optimum Estimators for Sampling Finite Populations

JOURNAL ARTICLE published April 1968 in The Annals of Mathematical Statistics

Authors: T. V. Hanurav

Robust Estimation in Heteroscedastic Linear Models

JOURNAL ARTICLE published 1 June 1982 in The Annals of Statistics

Authors: Raymond J. Carroll | David Ruppert

On a Complete Class of Linear Unbiased Estimators for Randomized Factorial Experiments

JOURNAL ARTICLE published September 1963 in The Annals of Mathematical Statistics

Authors: S. Zacks

Linear Transformations Preserving Best Linear Unbiased Estimators in a General Gauss-Markoff Model

JOURNAL ARTICLE published 1 July 1981 in The Annals of Statistics

Authors: J. K. Baksalary | R. Kala

Sub-Gaussian estimators of the mean of a random vector

JOURNAL ARTICLE published 1 April 2019 in The Annals of Statistics

Authors: Gábor Lugosi | Shahar Mendelson

The Admissibility of the Linear Interpolation Estimator of the Population Total

JOURNAL ARTICLE published 1 March 1992 in The Annals of Statistics

Authors: Glen Meeden

Linear Estimators in Change Point Problems

JOURNAL ARTICLE published 1 June 1994 in The Annals of Statistics

Authors: J. A. Hartigan

On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors

JOURNAL ARTICLE published 1 January 2013 in Electronic Journal of Statistics

Authors: Yuliya V. Martsynyuk

Asymptotic Distribution of Maximum Likelihood Estimators in a Linear Model With Autoregressive Disturbances

JOURNAL ARTICLE published April 1969 in The Annals of Mathematical Statistics

Authors: Clifford Hildreth

Regression analysis of partially linear transformed mean residual life models

JOURNAL ARTICLE published 1 January 2024 in Electronic Journal of Statistics

Authors: Haijin He | Jingheng Cai | Xinyuan Song

Optimal prediction for sparse linear models? Lower bounds for coordinate-separable M-estimators

JOURNAL ARTICLE published 1 January 2017 in Electronic Journal of Statistics

Authors: Yuchen Zhang | Martin J. Wainwright | Michael I. Jordan