Principe d'invariance sur le processus de vraisemblance

Jean Deshayes; Dominique Picard

Annales de l'I.H.P. Probabilités et statistiques (1984)

  • Volume: 20, Issue: 1, page 1-20
  • ISSN: 0246-0203

How to cite

top

Deshayes, Jean, and Picard, Dominique. "Principe d'invariance sur le processus de vraisemblance." Annales de l'I.H.P. Probabilités et statistiques 20.1 (1984): 1-20. <http://eudml.org/doc/77221>.

@article{Deshayes1984,
author = {Deshayes, Jean, Picard, Dominique},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {invariance principle; likelihood process; weak convergence},
language = {fre},
number = {1},
pages = {1-20},
publisher = {Gauthier-Villars},
title = {Principe d'invariance sur le processus de vraisemblance},
url = {http://eudml.org/doc/77221},
volume = {20},
year = {1984},
}

TY - JOUR
AU - Deshayes, Jean
AU - Picard, Dominique
TI - Principe d'invariance sur le processus de vraisemblance
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1984
PB - Gauthier-Villars
VL - 20
IS - 1
SP - 1
EP - 20
LA - fre
KW - invariance principle; likelihood process; weak convergence
UR - http://eudml.org/doc/77221
ER -

References

top
  1. [1] P.J. Bickel, M.J. Wichura, Convergence criteria for multiparameter stochastic processes and some applications, A. M. S., t. 42, 1971, p. 1656-1670. Zbl0265.60011MR383482
  2. [2] P. Billingsley, Convergence of probability measures, Wiley (1968). Zbl0172.21201MR233396
  3. [3] Z.W. Birnbaum, A.W. Marshall, Some multivariate Chebyshev inequalities with extensions to continuous parameter processes, A. M. S., t. 32, 1961, p. 687-703. Zbl0114.08004MR148106
  4. [4] N.N. Chensov, Limit theorems for some classes of random functions. Proceedings All Union Conf. Theory Proba and Math. Statistics (Erevan, 1958). Izdat. Akad. Nauk Armjan SSR. Erevan, 1960, p. 280-285. 
  5. [5] I.A. Ibragimov, R.Z. Khasminskii, Asymptotic behaviour of statistical estimators in the smooth case I. Study of the likelihood ratio. Theory of probability and applications, t. 17, 1972, p. 445-462. Zbl0273.62019
  6. [6] I.A. Ibragimov, R.Z. Khasminskii, Statistical Estimation. Asymptotic theory. Applications of mathematics, t. 16, Springer-Verlag (1981). Zbl0467.62026MR620321
  7. [7] L. Lecam, On the assumption used to prove asymptotic normality of maximum likelihood estimates, A. M. S., t. 41, 1970, p. 802-828. Zbl0246.62039MR267676
  8. [8] T. Parthasarathy, Selection theorems and their applications, Lecture Notes in Mathematics, t. 263, Springer-Verlag. Zbl0239.54011MR417368
  9. [9] R. Pyke, G.R. Shorack, Weak convergence of a two-sample empirical process and a new approach to Chernoff-Savage theorems, A. M. S., t. 39, 1968. Zbl0159.48004MR226770
  10. [10] M. Yor, Le drap brownien comme limite en loi de temps locaux linéaires, 1981 (à paraître). Zbl0514.60075
  11. [11] J. Deshayes, D. Picard, Testing for a change point in statistical models, Prépublicationd'Orsay, t. 52, 1980. 
  12. [12] J. Deshayes, D. Picard, Ruptures de modèles en statistique, thèses d'État, Université Paris-Sud (mai 1983). 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.