| Title:
|
Large adaptive estimation in linear regression model. I. Consistency (English) |
| Author:
|
Víšek, Jan Ámos |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
28 |
| Issue:
|
1 |
| Year:
|
1992 |
| Pages:
|
26-36 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F35 |
| MSC:
|
62G07 |
| MSC:
|
62G20 |
| MSC:
|
62G35 |
| MSC:
|
62J05 |
| MSC:
|
93E10 |
| idZBL:
|
Zbl 0792.62033 |
| idMR:
|
MR1159872 |
| . |
| Date available:
|
2009-09-24T18:29:36Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124973 |
| . |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/125779 |
| . |
| 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] 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 $L_{1}$-norm based.In: Statistical Data Analysis Based on the $L_{1}$-norm and Related Methods (Y. Dodge, ed.), North-Holland, Amsterdam 1987. MR 0949217 |
| Reference:
|
[4] J. Jurečková: Regression quantiles and trimmed least square estimator under a general design.Kybernetika 20 (1984), 345 - 357. MR 0776325 |
| Reference:
|
[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 Schätzer in Regression Modellen.Ph. D. Diseration, Institut für Math. Stochastik, Universität Hamburg 1988. |
| Reference:
|
[7] R. Koenker: .A lecture read on Charles University during his visit in Prague 1989. Zbl 0736.62060 |
| Reference:
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[8] R. Koenker, G. Basset: Regression quantiles.Econometrica 46 (1978), 33 - 50. MR 0474644 |
| Reference:
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[9] H. Koul, F. DeWet: Minimum distance estimation in a linear regression model.Ann. Statist. 11 (1983), 921 - 932. Zbl 0521.62023, MR 0707942 |
| Reference:
|
[10] 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:
|
[11] P.J. Rousseeuw, A.M. Leroy: Robust Regression and Outlier Detection.J. Wiley, New York 1987. Zbl 0711.62030, MR 0914792 |
| Reference:
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[12] D. Ruppert, R.J. Carroll: Trimmed least squares estimation in linear model.J. Amer. Statist. Assoc. 75 (1980), 828 - 838. MR 0600964 |
| Reference:
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[13] A. V. Skorokhod: Limit theorems for stochastic processes.Teor. Veroyatnost. i Primenen. 1 (1956), 261 - 290. Zbl 0074.33802 |
| Reference:
|
[14] C. Stein: Efficient nonparametric testing and estimation.In: Proc. Third Berkeley Symp. Math. Statist. Prob. 1 (1956), 187 - 196. Univ. of California Press, Berkeley, Calif. 1956. Zbl 0074.34801, MR 0084921 |
| Reference:
|
[15] C. Stone: Adaptive maximum likelihood estimators of a location parameter.Ann. Statist. 3 (1975), 267 - 284. Zbl 0303.62026, MR 0362669 |
| Reference:
|
[16] J. Á. Víšek: What is adaptivity of regression analysis intended for?.Transactions of ROBUST'90, JČMF, Prague 1990, pp. 160 - 181. |
| Reference:
|
[17] J. Á. Víšek: Adaptive Estimation in Linear Regression Model.Research Report No. 1642, Institute of Information Theory and Automation, Czechoslovak 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:
|
[19] J. Á. Víšek: Adaptive estimation in linear regression model and test of symmetry of residuals.To appear in the Proceedings of the Second International Workshop on Model-Oriented Data Analysis, Springer-Verlag, Wien. |
| . |
