Large adaptive estimation in linear regression model. I. Consistency

Jan Ámos Víšek

Kybernetika (1992)

  • Volume: 28, Issue: 1, page 26-36
  • ISSN: 0023-5954

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Víšek, Jan Ámos. "Large adaptive estimation in linear regression model. I. Consistency." Kybernetika 28.1 (1992): 26-36. <http://eudml.org/doc/28128>.

@article{Víšek1992,
author = {Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {kernel density estimators; identifiability of linear regression models; symmetric distribution of errors; consistency; asymptotic normality; adaptive estimator; Hellinger distance; asymmetry},
language = {eng},
number = {1},
pages = {26-36},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Large adaptive estimation in linear regression model. I. Consistency},
url = {http://eudml.org/doc/28128},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Víšek, Jan Ámos
TI - Large adaptive estimation in linear regression model. I. Consistency
JO - Kybernetika
PY - 1992
PB - Institute of Information Theory and Automation AS CR
VL - 28
IS - 1
SP - 26
EP - 36
LA - eng
KW - kernel density estimators; identifiability of linear regression models; symmetric distribution of errors; consistency; asymptotic normality; adaptive estimator; Hellinger distance; asymmetry
UR - http://eudml.org/doc/28128
ER -

References

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  10. R. A. Maronna, V.J. Yohai, Asymptotic behaviour of general M -estimates for regression and scale with random carriers, Z. Wahrsch. verw. Gebiete 58 (1981), 7 - 20. (1981) MR0635268
  11. P.J. Rousseeuw, A.M. Leroy, Robust Regression and Outlier Detection, J. Wiley, New York 1987. (1987) Zbl0711.62030MR0914792
  12. D. Ruppert, R.J. Carroll, Trimmed least squares estimation in linear model, J. Amer. Statist. Assoc. 75 (1980), 828 - 838. (1980) MR0600964
  13. A. V. Skorokhod, Limit theorems for stochastic processes, Teor. Veroyatnost. i Primenen. 1 (1956), 261 - 290. (1956) Zbl0074.33802
  14. C. Stein, Efficient nonparametric testing and estimation, In: Proc. Third Berkeley Symp. Math. Statist. Prob. 1 (1956), 187 - 196. Univ. of California Press, Berkeley, Calif. 1956. (1956) Zbl0074.34801MR0084921
  15. C. Stone, Adaptive maximum likelihood estimators of a location parameter, Ann. Statist. 3 (1975), 267 - 284. (1975) Zbl0303.62026MR0362669
  16. J. Á. Víšek, What is adaptivity of regression analysis intended for?, Transactions of ROBUST'90, JČMF, Prague 1990, pp. 160 - 181. (1990) 
  17. J. Á. Víšek, Adaptive Estimation in Linear Regression Model, Research Report No. 1642, Institute of Information Theory and Automation, Czechoslovak Academy of Sciences, Prague 1990. (1990) 
  18. J. Á. Víšek, Adaptive Maximum-likelihood-like Estimation in Linear Model, Research Report No. 1654, Institute of Information Theory and Automation, Czechoslovak Academy of Sciences, Prague 1990. (1990) 
  19. J. Á. Víšek, Adaptive estimation in linear regression model and test of symmetry of residuals, To appear in the Proceedings of the Second International Workshop on Model-Oriented Data Analysis, Springer-Verlag, Wien. 

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