-
2
-
-
0030373966
-
Inference when a nuisance parameter is not identified under the null hypothesis
-
Hansen B. Inference when a nuisance parameter is not identified under the null hypothesis. Econometrica 64 (1996) 413-430
-
(1996)
Econometrica
, vol.64
, pp. 413-430
-
-
Hansen, B.1
-
3
-
-
0001028687
-
Sample splitting and threshold estimation
-
Hansen B. Sample splitting and threshold estimation. Econometrica 68 (2000) 575-603
-
(2000)
Econometrica
, vol.68
, pp. 575-603
-
-
Hansen, B.1
-
4
-
-
0017755296
-
Hypothesis testing when a nuisance parameter is present only under the alternative
-
Davies R.B. Hypothesis testing when a nuisance parameter is present only under the alternative. Biometrika 64 (1977) 247-254
-
(1977)
Biometrika
, vol.64
, pp. 247-254
-
-
Davies, R.B.1
-
5
-
-
24944532669
-
Hypothesis testing when a nuisance parameter is present only under the alternative
-
Davies R.B. Hypothesis testing when a nuisance parameter is present only under the alternative. Biometrika 74 (1987) 34-43
-
(1987)
Biometrika
, vol.74
, pp. 34-43
-
-
Davies, R.B.1
-
6
-
-
84971936861
-
Asymptotics for least absolute deviation regression estimators
-
Pollard D. Asymptotics for least absolute deviation regression estimators. Econometric Theory 7 (1991) 186-199
-
(1991)
Econometric Theory
, vol.7
, pp. 186-199
-
-
Pollard, D.1
-
7
-
-
0040605177
-
Asymptotics for minimizers of convex processes
-
unpublished manuscript
-
N.L. Hjort, D. Pollard, Asymptotics for minimizers of convex processes, unpublished manuscript, 1993
-
(1993)
-
-
Hjort, N.L.1
Pollard, D.2
-
8
-
-
0003659759
-
On the asymptotics of convex stochastic optimization
-
unpublished manuscript
-
C.J. Geyer, On the asymptotics of convex stochastic optimization, unpublished manuscript, 1996
-
(1996)
-
-
Geyer, C.J.1
-
9
-
-
0032360240
-
1 regression estimators under general conditions
-
1 regression estimators under general conditions. Ann. Statist. 26 (1998) 755-770
-
(1998)
Ann. Statist.
, vol.26
, pp. 755-770
-
-
Knight, K.1
-
10
-
-
0034287156
-
Asymptotics for Lasso-type estimators
-
Knight K., and Fu W. Asymptotics for Lasso-type estimators. Ann. Statist. 28 (2000) 1356-1378
-
(2000)
Ann. Statist.
, vol.28
, pp. 1356-1378
-
-
Knight, K.1
Fu, W.2
-
16
-
-
21144480023
-
Asymptotics for M-estimators defined by convex minimization
-
Niemiro W. Asymptotics for M-estimators defined by convex minimization. Ann. Statist. 20 (1992) 1514-1533
-
(1992)
Ann. Statist.
, vol.20
, pp. 1514-1533
-
-
Niemiro, W.1
-
17
-
-
0001151383
-
An extended Wichura theorem, definitions of Donsker classes, and weighted empirical distributions
-
Probability in Banach Spaces V, Springer, New York
-
Dudley R.M. An extended Wichura theorem, definitions of Donsker classes, and weighted empirical distributions. Probability in Banach Spaces V. Lecture Notes in Mathematics vol. 1153 (1985), Springer, New York 141-178
-
(1985)
Lecture Notes in Mathematics
, vol.1153
, pp. 141-178
-
-
Dudley, R.M.1
-
18
-
-
0001315354
-
Cube root asymptotics
-
Kim J., and Pollard D. Cube root asymptotics. Ann. Statist. 18 (1990) 191-219
-
(1990)
Ann. Statist.
, vol.18
, pp. 191-219
-
-
Kim, J.1
Pollard, D.2
-
19
-
-
38249015513
-
M-estimation for autoregressions with infinite variance
-
Davis R.A., Knight K., and Liu J. M-estimation for autoregressions with infinite variance. Stochastic Process. Appl. 40 (1992) 145-180
-
(1992)
Stochastic Process. Appl.
, vol.40
, pp. 145-180
-
-
Davis, R.A.1
Knight, K.2
Liu, J.3
-
22
-
-
0001083136
-
Regression rank scores and regression quantiles
-
Gutenbrunner C., and Jurec ̌ková J. Regression rank scores and regression quantiles. Ann. Statist. 20 (1992) 305-330
-
(1992)
Ann. Statist.
, vol.20
, pp. 305-330
-
-
Gutenbrunner, C.1
Jurec ̌ková, J.2
-
24
-
-
0002323528
-
Asymptotic behavior of regression quantiles in nonstationary, dependent cases
-
Portnoy S. Asymptotic behavior of regression quantiles in nonstationary, dependent cases. J. Multivariate Anal. 38 (1991) 100-113
-
(1991)
J. Multivariate Anal.
, vol.38
, pp. 100-113
-
-
Portnoy, S.1
-
26
-
-
21844517134
-
Autoregression quantiles and related rank score processes
-
Koul H.L., and Saleh M.E. Autoregression quantiles and related rank score processes. Ann. Statist. 23 (1995) 670-689
-
(1995)
Ann. Statist.
, vol.23
, pp. 670-689
-
-
Koul, H.L.1
Saleh, M.E.2
-
27
-
-
0041725691
-
Differentiability of inverse operators and limit theorems for inverse functions
-
Koltchinskii V.I. Differentiability of inverse operators and limit theorems for inverse functions. J. Theoret. Probab. 11 (1998) 645-699
-
(1998)
J. Theoret. Probab.
, vol.11
, pp. 645-699
-
-
Koltchinskii, V.I.1
-
28
-
-
33645019222
-
Quantile regression under mis-specification, with an application to the U.S. wage structure
-
Angrist J., Chernozhukov V., and Fernandéz-Val I. Quantile regression under mis-specification, with an application to the U.S. wage structure. Econometrica 74 (2006) 539-563
-
(2006)
Econometrica
, vol.74
, pp. 539-563
-
-
Angrist, J.1
Chernozhukov, V.2
Fernandéz-Val, I.3
-
29
-
-
0000452524
-
Some convergence theorems for ranks and weighted empirical cumulatives
-
Koul H.L. Some convergence theorems for ranks and weighted empirical cumulatives. Ann. Math. Statist. 41 (1970) 1768-1773
-
(1970)
Ann. Math. Statist.
, vol.41
, pp. 1768-1773
-
-
Koul, H.L.1
-
30
-
-
0007310053
-
Asymptotic behavior of Wilcoxon type confidence regions in multiple linear regression
-
Koul H.L. Asymptotic behavior of Wilcoxon type confidence regions in multiple linear regression. Ann. Math. Statist. 40 (1969) 1950-1979
-
(1969)
Ann. Math. Statist.
, vol.40
, pp. 1950-1979
-
-
Koul, H.L.1
-
31
-
-
44949280262
-
A weak convergence result useful in robust autoregression
-
Koul H.L. A weak convergence result useful in robust autoregression. J. Statist. Plann. Inference 29 (1991) 291-308
-
(1991)
J. Statist. Plann. Inference
, vol.29
, pp. 291-308
-
-
Koul, H.L.1
-
32
-
-
0004231786
-
-
(E.M. Patterson, Trans.), MacMillan, New York
-
Berge C. Topological Spaces. (E.M. Patterson, Trans.) (1963), MacMillan, New York
-
(1963)
Topological Spaces
-
-
Berge, C.1
-
33
-
-
0001040447
-
Testing for threshold autoregression
-
Chan K.S. Testing for threshold autoregression. Ann. Statist. 18 (1990) 1886-1894
-
(1990)
Ann. Statist.
, vol.18
, pp. 1886-1894
-
-
Chan, K.S.1
-
34
-
-
0036015423
-
A note on LAD estimation of a threshold model
-
Caner M. A note on LAD estimation of a threshold model. Econometric Theory 18 (2002) 800-814
-
(2002)
Econometric Theory
, vol.18
, pp. 800-814
-
-
Caner, M.1
|