Titlebook: Weighted Empirical Processes in Dynamic Nonlinear Models; Hira L. Koul Book 2002Latest edition Springer Science+Business Media New York 20

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Goodness-of-fit Tests in Regression,empiricals for the first problem and a partial sum process of the residuals for the second problem. The first five sections of this chapter deal with the first problem and Section 6.6, with several subsections, discusses the second problem. To begin with we shall focus on the first problem.

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M, R and Some Scale Estimators,st prominent are the so-called M- and R- estimators. The class of M-estimators was introduced by Huber (1973) and its computational aspects and some robustness properties are available in Huber (1981). The class of R-estimators is based on the ideas of Hodges and Lehmann (1963) and has been develope

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Book 2002Latest editionc theory of the so called robust inference procedures corresponding to non-smooth score functions from linear models to nonlinear dynamic models in the 1990‘s. This monograph is an ex- panded version of the monograph Weighted Empiricals and Linear Models, IMS Lecture Notes-Monograph, 21 published in