We have over 12,000 students, from over 100 countries, within one of the safest campuses in the UK


93% of Lancaster students go into work or further study within six months of graduating

Home > Research > Publications & Outputs > Asymptotic uniform linearity of some robust sta...
View graph of relations

« Back

Asymptotic uniform linearity of some robust statistics under exponentially subordinated strongly dependent models

Research output: Contribution to journalJournal article


Journal publication date15/08/1999
JournalStatistics and Probability Letters
Number of pages10
Original languageEnglish


In this paper, we discuss an asymptotic distributional theory of three broad classes of robust estimators of the regression parameter namely, L-, M- and R-estimators in a linear regression model when the errors are generated by an exponentially
subordinated strongly dependent process. The results are obtained as a consequence of an asymptotic uniform Taylor-type expansion of certain randomly weighted empirical processes. The limiting distributions of the estimators are nonnormal and depend on the rst nonzero index of the Laguerre polynomial expansion of a class of indicator functions of the error random variables.