{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,4]],"date-time":"2025-10-04T11:34:11Z","timestamp":1759577651539},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2000,6,1]],"date-time":"2000-06-01T00:00:00Z","timestamp":959817600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,6]]},"abstract":"<jats:p>This paper discusses some asymptotic uniform linearity \nresults of randomly weighted empirical processes based \non long range dependent random variables. These results \nare subsequently used to linearize nonlinear regression \nquantiles in a nonlinear regression model with long range \ndependent errors, where the design variables can be either \nrandom or nonrandom. These, in turn, yield the limiting \nbehavior of the nonlinear regression quantiles. As a corollary, \nwe obtain the limiting behavior of the least absolute deviation \nestimator and the trimmed mean estimator of the parameters \nof the nonlinear regression model. Some of the limiting \nproperties are in striking contrast with the corresponding \nproperties of a nonlinear regression model under independent \nand identically distributed error random variables. The \npaper also discusses an extension of rank score statistic \nin a nonlinear regression model.<\/jats:p>","DOI":"10.1017\/s0266466600163017","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"301-323","source":"Crossref","is-referenced-by-count":4,"title":["LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG \nRANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION \nQUANTILES"],"prefix":"10.1017","volume":"16","author":[{"given":"Kanchan","family":"Mukherjee","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2000,6,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600163017","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,11]],"date-time":"2019-04-11T15:59:52Z","timestamp":1554998392000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600163017\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,6]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2000,6]]}},"alternative-id":["S0266466600163017"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600163017","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,6]]}}}