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Title: Adaptive maximum-likelihood-like estimation in linear models. I. Consistency (English)
Author: Víšek, Jan Ámos
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 28
Issue: 5
Year: 1992
Pages: 357-382
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Category: math
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MSC: 62F12
MSC: 62F35
MSC: 62G07
MSC: 62G35
MSC: 62J05
idZBL: Zbl 0779.62058
idMR: MR1197720
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Date available: 2009-09-24T18:33:36Z
Last updated: 2012-06-06
Stable URL: http://hdl.handle.net/10338.dmlcz/125864
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Related article: http://dml.cz/handle/10338.dmlcz/125350
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Reference: [1] R. Beran: An efficient and robust adaptive estimator of location.Ann. Statist. 6 (1978), 292-313. Zbl 0378.62051, MR 0518885
Reference: [2] M. Csörgö, P. Révész: Strong Approximations in Probability and Statistics.Akadémiai Kiadó, Budapest 1981. MR 0666546
Reference: [3] E. Hewitt, K. Stromberg: Real and Abstract Analysis.Springer-Verlag, Berlin - Heidelberg - New York 1965. Zbl 0137.03202, MR 0367121
Reference: [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. MR 0635268
Reference: [5] R. C. Rao: Linear Statistical Inference and Its Applications.J. Wiley, New York 1973. Zbl 0256.62002, MR 0346957
Reference: [6] J. Á. Víšek: Adaptive estimation in linear regression model.Part 1. Consistency. Kybernetika 28 (1991), 1, 26-36. MR 1159872
Reference: [7] J. Á. Víšek: Adaptive estimation in linear regression model.Part 2. Asymptotic normality. Kyber- netika 28 (1991), 2, 100-119. MR 1169213
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