Adaptive maximum-likelihood-like estimation in linear models. I. Consistency

Jan Ámos Víšek

Kybernetika (1992)

  • Volume: 28, Issue: 5, page 357-382
  • ISSN: 0023-5954

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Víšek, Jan Ámos. "Adaptive maximum-likelihood-like estimation in linear models. I. Consistency." Kybernetika 28.5 (1992): 357-382. <http://eudml.org/doc/29018>.

@article{Víšek1992,
author = {Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {adaptive estimator; maximization of kernel estimates of densities of residuals; consistency},
language = {eng},
number = {5},
pages = {357-382},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Adaptive maximum-likelihood-like estimation in linear models. I. Consistency},
url = {http://eudml.org/doc/29018},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Víšek, Jan Ámos
TI - Adaptive maximum-likelihood-like estimation in linear models. I. Consistency
JO - Kybernetika
PY - 1992
PB - Institute of Information Theory and Automation AS CR
VL - 28
IS - 5
SP - 357
EP - 382
LA - eng
KW - adaptive estimator; maximization of kernel estimates of densities of residuals; consistency
UR - http://eudml.org/doc/29018
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, Part 1. Consistency. Kybernetika 28 (1991), 1, 26-36. (1991) MR1159872
  7. J. Á. Víšek, Adaptive estimation in linear regression model, Part 2. Asymptotic normality. Kyber- netika 28 (1991), 2, 100-119. (1991) MR1169213

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