Title:
|
An extension of Billingsley's uniform boundedness theorem to higher-dimensional $M$-processes (English) |
Author:
|
Jurečková, Jana |
Author:
|
Sen, Pranab Kumar |
Language:
|
English |
Journal:
|
Kybernetika |
ISSN:
|
0023-5954 |
Volume:
|
23 |
Issue:
|
5 |
Year:
|
1987 |
Pages:
|
382-387 |
. |
Category:
|
math |
. |
MSC:
|
60B10 |
MSC:
|
60E15 |
MSC:
|
60F99 |
MSC:
|
62E20 |
MSC:
|
62F35 |
idZBL:
|
Zbl 0633.60008 |
idMR:
|
MR915690 |
. |
Date available:
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2009-09-24T18:01:48Z |
Last updated:
|
2012-06-05 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125881 |
. |
Reference:
|
[1] P. Bickel, M. J. Wichura: Convergence criteria for multiparameter stochastic processes and some applications.Ann. Math. Statist. 42 (1971), 1656-1670. Zbl 0265.60011, MR 0383482 |
Reference:
|
[2] P. Billingsley: Convergence of Probability Measures.J. Wiley, New York 1968. Zbl 0172.21201, MR 0233396 |
Reference:
|
[3] J. Jurečková, P. K. Sen: Invariance principles for some stochastic processes related to M-estimators and their role in sequential statistical inference.Sankhya, Ser. A 43 (1981), 190-210. MR 0666380 |
Reference:
|
[4] J. Jurečková, P. K. Sen: Sequential procedures based on M-estimators with discontinuous score functions.J. Statist. Plan Infer. 5 (1981), 253-266. MR 0635900 |
Reference:
|
[5] J. Jurečková, P. K. Sen: On adaptive scale-equivariant M-estimators in linear models.Statist. \& Dec, Suppl. Issue No. 1 (1984), 31 - 46. MR 0785200 |
Reference:
|
[6] J. Jurečková, P. K. Sen: A second order asymptotic distributional representation of M-estimators with discontinuous score functions.Ann. Probab. 15 (1987), 814-823. MR 0885146 |
Reference:
|
[7] A. H. Welsh: Bahadur representations for robust scale estimators based on regression residuals.Ann. Statist. 14 (1986), 1246-1251. Zbl 0604.62028, MR 0856820 |
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