| Title:
|
Adaptive estimation in linear regression model. II. Asymptotic normality (English) |
| Author:
|
Víšek, Jan Ámos |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
28 |
| Issue:
|
2 |
| Year:
|
1992 |
| Pages:
|
100-119 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F35 |
| MSC:
|
62G07 |
| MSC:
|
62G20 |
| MSC:
|
62G35 |
| MSC:
|
62J05 |
| MSC:
|
93E10 |
| idZBL:
|
Zbl 0792.62034 |
| idMR:
|
MR1169213 |
| . |
| Date available:
|
2009-09-24T18:30:39Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125779 |
| . |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/124973 |
| . |
| Reference:
|
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| Reference:
|
[2] P. J. Bickel: The 1980 Wald Memorial Lectures - On adaptive estimation.Ann. Statist. 10 (1982), 647-671. |
| Reference:
|
[3] Y. Dodge: An introduction to statistical data analysis ii-norm based.In: Statistical Data Analysis Based on the Ii-norm and Related Methods (Y. Dodge, ed.), North-Holland, Amsterdam 1987. MR 0949217 |
| Reference:
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[4] J. Jurečková: Regression quantiles and trimmed least square estimator under a general design.Kybernetika 20 (1984), 345 - 357. MR 0776325 |
| Reference:
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[5] F. R. Hampel E. M. Ronchetti P. J. Rousseeuw, W. A. Stahel: Robust Statistics: The Approach Based on Influence Functions.J. Wiley, New York 1986. MR 0829458 |
| Reference:
|
[6] G. Heimann: Adaptive und robuste Schatzer in Regression modellen.Ph.D. Dissertation, Institut fur Math. Stochastik, Universitat Hamburg 1988. |
| Reference:
|
[7] R. Koenker: .A lecture read at Charles University during his visit in Pгague 1989. Zbl 0736.62060 |
| Reference:
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[8] R. Koenker, G. Basset: Regгession quantiles.Econometгica 46 (1978), 33 - 50. MR 0474644 |
| Reference:
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[9] H. Koul, F. DeWet: Minimum distance estimation in a linear гegression model.Ann. Statist. 11 (1983), 921 -932. MR 0707942 |
| Reference:
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[10] R. A. Maronna, V. J. Yohai: Asymptotic behaviouг of general M-estimates foг гegression and scale with random carriers.Z. Wahrsch. verw. Gebiete 58 (1981), 7 - 20. MR 0635268 |
| Reference:
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[11] P.J. Rousseeuw, A.M. Leroy: Robust Regression and Outlieг Detection.J. Wiley, New York 1987. MR 0914792 |
| Reference:
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[12] D. Ruppert, R. J. Caгroll: Tгimmed least squaгes estimation in linear model.J. Amer. Statist. Assoc. 75 (1980), 828-838. MR 0600964 |
| Reference:
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[13] A. V. Skorokhod: Limìt theoгemsfor stochastic processes.Teor. Veгoyatnost. i Pгimenen. 1 (1956), 261 - 290. |
| Reference:
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[14] C. Stein: Efficient nonpaгametric testing and estimation.In: Proc. Thiгd Berkeley Symp. Math. Statìst. Prob. 1 (1956), 187 - 196. Univ. of California Pгess, Berkeley, Calif. 1956. MR 0084921 |
| Reference:
|
[15] C. Stone: Adaptive maximum likelihood estimators of a location parameteг.Ann. Statist. 3 (1975), 267 - 284. MR 0362669 |
| Reference:
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[16] J. Á. Víšek: What is adaptivity of regression analysis intended for?.In: Transactions of ROBUST'90, JČMF, Prague 1990, pp. 160 - 181. |
| Reference:
|
[17] J. Á. Víšek: Adaptive Estimation in Lineaг Regression Model.Research Repoгt No. 1642, Institute of Information Theory and Automatiou, Czechosbvak Academy of Sciences, Prague 1990. |
| Reference:
|
[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. |
| Reference:
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[19] J. Á. Víšek: Adaptive estimation in linear гegression model and test of symmetгy of гesiduals.Proceedings of the Second International Woгkshop on Model-Oriented Data Anaylsis, Saint Kyгik, Plovdiv, Bulgaria 1990 (to appeaг). |
| Reference:
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[20] J. Á. Víšek: Adaptive estimation in linear regression model.Paгt 1: Consistency. Kybernetika 28 (1992), 1,26-36. MR 1159872 |
| . |
