NONPARAMETRIC ROBUST ESTIMATION OF RANDOM RIGHT CENSORSHIP AND LEFT TRUNCATION REGRESSION MODEL FOR DEPENDENT DATA

2017 ◽  
Vol 14 (1) ◽  
pp. 1-29
Author(s):  
Yacine Chaib ◽  
Badreddine Sellami
Keyword(s):  
Regression Model ◽  
Robust Estimation ◽  
Dependent Data ◽  
Left Truncation ◽  
Right Censorship

Asymptotic for LS estimators in the EV regression model for dependent errors

Filomat ◽  
2017 ◽  
Vol 31 (15) ◽  
pp. 4845-4856
Author(s):  
Konrad Furmańczyk
Keyword(s):  
Regression Model ◽  
Functional Dependence ◽  
Dependent Data ◽  
Errors In Variables ◽  
Mixing Conditions ◽  
Asymptotic Results ◽  
Dependence Measure ◽  
Wide Range ◽  
Ev Regression Model ◽  
Linear And Nonlinear

We study consistency and asymptotic normality of LS estimators in the EV (errors in variables) regression model under weak dependent errors that involve a wide range of linear and nonlinear time series. In our investigations we use a functional dependence measure of Wu [16]. Our results without mixing conditions complete the known asymptotic results for independent and dependent data obtained by Miao et al. [7]-[10].

scholarly journals A robust estimation for the extended t-process regression model

2020 ◽  
Vol 157 ◽  
pp. 108626
Author(s):  
Zhanfeng Wang ◽  
Kai Li ◽  
Jian Qing Shi
Keyword(s):  
Regression Model ◽  
Robust Estimation

Robust estimation of signal parameters with nonstationary and/or dependent data

1993 ◽  
Vol 39 (2) ◽  
pp. 617-623 ◽  
Author(s):  
M.W. Thompson ◽  
D.R. Halverson ◽  
C. Tsai
Keyword(s):  
Robust Estimation ◽  
Dependent Data ◽  
Signal Parameters
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