Adaptive maximum-likelihood-like estimation in linear models. II. Asymptotic normality

Jan Ámos Víšek

Kybernetika (1992)

  • Volume: 28, Issue: 6, page 454-471
  • ISSN: 0023-5954

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Víšek, Jan Ámos. "Adaptive maximum-likelihood-like estimation in linear models. II. Asymptotic normality." Kybernetika 28.6 (1992): 454-471. <http://eudml.org/doc/28505>.

@article{Víšek1992,
author = {Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {adaptive estimator; kernel estimates of densities of residuals; asymptotic normality; asymptotic representation; asymptotic efficiency},
language = {eng},
number = {6},
pages = {454-471},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Adaptive maximum-likelihood-like estimation in linear models. II. Asymptotic normality},
url = {http://eudml.org/doc/28505},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Víšek, Jan Ámos
TI - Adaptive maximum-likelihood-like estimation in linear models. II. Asymptotic normality
JO - Kybernetika
PY - 1992
PB - Institute of Information Theory and Automation AS CR
VL - 28
IS - 6
SP - 454
EP - 471
LA - eng
KW - adaptive estimator; kernel estimates of densities of residuals; asymptotic normality; asymptotic representation; asymptotic efficiency
UR - http://eudml.org/doc/28505
ER -

References

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  1. R. Beran, An efficient and robust adaptive estimator of location, Ann. Statist. 6 (1978), 292-313. (1978) Zbl0378.62051MR0518885
  2. M. Csörgö, P. Révész, Strong Approximations in Probability and Statistics, Akadémiai Kiadó, Budapest 1981. (1981) MR0666546
  3. E. Hewitt, K. Stromberg, Real and Abstract Analysis, Springer-Verlag, Berlin - Heidelberg - New York 1965. (1965) Zbl0137.03202MR0367121
  4. 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
  5. R.C. Rao, Linear Statistical Inference and Its Applications, J. Wiley, New York 1973. (1973) Zbl0256.62002MR0346957
  6. J. Á. Víšek, Adaptive Estimation in Linear Regression Model, Technical Report No. 1654, Institute of Information Theory and Automation of Czechoslovak Academy of Sciences, Prague 1989. (1989) 
  7. J. A. Víšek, Adaptive Maximum-likelihood-like Estimation in Linear Model, Technical Report No. 1654, Institute of Information Theory and Automation of Czechoslovak Academy of Sciences, Prague 1989. (1989) 
  8. J. A. Víšek, What is adaptivity of regression analysis intended for?, In: Proceedings of ROBUST'90 (J. Antoch, ed.), Union of Czechoslovak Mathematicians and Physicists, Prague 1990, pp. 160-181. (1990) 
  9. J. A. Víšek, Adaptive estimation in linear regression model, Part 1. Consistency. Kybernetika 28 (1991), 1,26-36. (1991) MR1159872
  10. J. A. Víšek, Adaptive estimation in linear regression model, Part 2. Asymptotic normality. Kybernetika 28 (1991), 2, 100-119. (1991) MR1169213
  11. J. A. Víšek, Adaptive maximum-likelihood-like estimation in linear models, Part 1. Consistency. Kybernetika 28 (1991), 5, 357-382. (1991) MR1197720

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