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62F12 Asymptotic properties of estimators (72 articles)

• Ding, Liwang; Jiang, Caoqing: Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (English). Applications of Mathematics, vol. 69 (2024), issue 1, pp. 93-111
• Dvořák, Jiří; Prokešová, Michaela: Asymptotic properties of the minimum contrast estimators for projections of inhomogeneous space-time shot-noise Cox processes. (English). Applications of Mathematics, vol. 61 (2016), issue 4, pp. 387-411
• Slámová, Lenka; Klebanov, Lev B.: Approximated maximum likelihood estimation of parameters of discrete stable family. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 1065-1076
• Janžura, Martin: An efficient estimator for Gibbs random fields. (English). Kybernetika, vol. 50 (2014), issue 6, pp. 883-895
• Kříž, P.; Štěpán, J.: A note on almost sure convergence and convergence in measure. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 55 (2014), issue 1, pp. 29-40
• Török, Csaba: Reference points based transformation and approximation. (English). Kybernetika, vol. 49 (2013), issue 4, pp. 644-662
• Hobza, Tomáš; Pardo, Leandro; Vajda, Igor: Robust median estimator for generalized linear models with binary responses. (English). Kybernetika, vol. 48 (2012), issue 4, pp. 768-794
• Prokešová, Michaela: Estimators of the asymptotic variance of stationary point processes - a comparison. (English). Kybernetika, vol. 47 (2011), issue 5, pp. 678-695
• Pešta, Michal: Strongly consistent estimation in dependent errors-in-variables. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 52 (2011), issue 1, pp. 69-79
• Víšek, Jan Ámos: Weak $\sqrt{n}$-consistency of the least weighted squares under heteroscedasticity. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 52 (2011), issue 1, pp. 81-92
• Lachout, Petr: Approximative solutions of stochastic optimization problems. (English). Kybernetika, vol. 46 (2010), issue 3, pp. 513-523
• Bouzebda, Salim; Keziou, Amor: New estimates and tests of independence in semiparametric copula models. (English). Kybernetika, vol. 46 (2010), issue 1, pp. 178-201
• Čížek, Pavel: Efficient robust estimation of time-series regression models. (English). Applications of Mathematics, vol. 53 (2008), issue 3, pp. 267-279
• Koul, Hira L.; Surgailis, Donatas: Testing a sub-hypothesis in linear regression models with long memory covariates and errors. (English). Applications of Mathematics, vol. 53 (2008), issue 3, pp. 235-248
• Orsáková, Martina: $M$-estimation in nonlinear regression for longitudinal data. (English). Kybernetika, vol. 43 (2007), issue 1, pp. 61-74
• Friesl, Michal; Hurt, Jan: On Bayesian estimation in an exponential distribution under random censorship. (English). Kybernetika, vol. 43 (2007), issue 1, pp. 45-60
• Víšek, Jan Ámos: The least trimmed squares. Part I: Consistency. (English). Kybernetika, vol. 42 (2006), issue 1, pp. 1-36
• Víšek, Jan Ámos: The least trimmed squares. Part II: $\sqrt{n}$-consistency. (English). Kybernetika, vol. 42 (2006), issue 2, pp. 181-202
• Víšek, Jan Ámos: The least trimmed squares. Part III: Asymptotic normality. (English). Kybernetika, vol. 42 (2006), issue 2, pp. 203-224
• Mrkvička, Tomáš: Estimation variances for parameterized marked Poisson processes and for parameterized Poisson segment processes. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 45 (2004), issue 1, pp. 109-117
• Mašíček, Libor: Optimality of the least weighted squares estimator. (English). Kybernetika, vol. 40 (2004), issue 6, pp. [715]-734
• Janečková, Hana: Estimation of variances in a heteroscedastic RCA(1) model. (English). Kybernetika, vol. 38 (2002), issue 4, pp. [405]-424
• Jarušková, Daniela: Change-point estimator in continuous quadratic regression. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 42 (2001), issue 4, pp. 741-752
• Arteche, Josu: Log-periodogram regression in asymmetric long memory. (English). Kybernetika, vol. 36 (2000), issue 4, pp. [415]-435
• Pázman, Andrej; Denis, Jean-Baptiste: Bias of LS estimators in nonlinear regression models with constraints. Part I: General case. (English). Applications of Mathematics, vol. 44 (1999), issue 5, pp. 359-374
• Denis, Jean-Baptiste; Pázman, Andrej: Bias of LS estimators in nonlinear regression models with constraints. Part II: Biadditive models. (English). Applications of Mathematics, vol. 44 (1999), issue 5, pp. 375-403
• Liese, Friedrich; Vajda, Igor: $M$-estimators of structural parameters in pseudolinear models. (English). Applications of Mathematics, vol. 44 (1999), issue 4, pp. 245-270
• Kubáček, Lubomír: Corrections of estimators in linearized models. (English). Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica, vol. 37 (1998), issue 1, pp. 69-80
• Hušková, M.: Estimators in the location model with gradual changes. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 39 (1998), issue 1, pp. 147-157
• Vajda, Igor: Global information in statistical experiments and consistency of likelihood-based estimates and tests. (English). Kybernetika, vol. 34 (1998), issue 3, pp. [245]-263
• Michálek, Jiří: Maximum likelihood principle and $I$-divergence: continuous time observations. (English). Kybernetika, vol. 34 (1998), issue 3, pp. [289]-308
• Michálek, Jiří: Maximum likelihood principle and $I$-divergence: discrete time observations. (English). Kybernetika, vol. 34 (1998), issue 3, pp. [265]-288
• Pardo, María Carmen: Asymptotic behaviour of an estimator based on Rao's divergence. (English). Kybernetika, vol. 33 (1997), issue 5, pp. 489-504
• Žežula, Ivan: Asymptotic properties of the growth curve model with covariance components. (English). Applications of Mathematics, vol. 42 (1997), issue 1, pp. 57-69
• Janžura, Martin: Asymptotic results in parameter estimation for Gibbs random fields. (English). Kybernetika, vol. 33 (1997), issue 2, pp. 135-159
• Wimmer, Gejza: Covariance matrix elements estimation: special linear model without and with repeated measurement. (English). Mathematica Slovaca, vol. 47 (1997), issue 3, pp. 339-371
• Rubio, Asunción Mária; Víšek, Jan Ámos: A note on asymptotic linearity of $M$-statistics in nonlinear models. (English). Kybernetika, vol. 32 (1996), issue 4, pp. 353-374
• Zichová, Jitka: On a method of estimating parameters in non-negative ARMA models. (English). Kybernetika, vol. 32 (1996), issue 4, pp. 409-424
• Michálek, Jiří: Robust methods in exponential smoothing. (English). Kybernetika, vol. 32 (1996), issue 3, pp. 289-306
• Hušková, Marie: Estimators for epidemic alternatives. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 36 (1995), issue 2, pp. 279-291
• Liese, Friedrich; Wienke, Andreas: Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes. (English). Kybernetika, vol. 31 (1995), issue 5, pp. 489-507
• Rublík, František: On consistency of the MLE. (English). Kybernetika, vol. 31 (1995), issue 1, pp. 45-64
• Mizera, Ivan: A remark on existence of statistical functionals. (English). Kybernetika, vol. 31 (1995), issue 3, pp. 315-319
• Beran, Rudolf: The role of Hájek's convolution theorem in statistical theory. (English). Kybernetika, vol. 31 (1995), issue 3, pp. 221-237
• Hurt, Jan; Kuhlisch, Wiltrud: A simple robust estimator of correlations for Gaussian stationary random sequences. (English). Kybernetika, vol. 31 (1995), issue 5, pp. 481-488
• Hanousek, Jan: Generalized Bayesian-type estimators. Robust and sensitivity analysis. (English). Kybernetika, vol. 30 (1994), issue 3, pp. 271-278
• Zwanzig, Silvelyn: On adaptive estimation in nonlinear regression. (English). Kybernetika, vol. 30 (1994), issue 3, pp. 359-367
• Rublík, František: On Hodges-Lehmann optimality of LR tests. (English). Kybernetika, vol. 30 (1994), issue 2, pp. 199-210
• Pronzato, Luc; Pázman, Andrej: Second-order approximation of the entropy in nonlinear least-squares estimation. (English). Kybernetika, vol. 30 (1994), issue 2, pp. 187-198
• Rubio, A. M.; Quintana, F.; Víšek, J. Á.: Sensitivity analysis of $M$-estimators of non-linear regression models. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 35 (1994), issue 1, pp. 111-125
• Kaňková, Vlasta: Stability in stochastic programming -- The case of unknown location parameter. (English). Kybernetika, vol. 29 (1993), issue 1, pp. 80-101
• Víšek, Jan Ámos: Adaptive maximum-likelihood-like estimation in linear models. I. Consistency. (English). Kybernetika, vol. 28 (1992), issue 5, pp. 357-382
• Víšek, Jan Ámos: Adaptive maximum-likelihood-like estimation in linear models. II. Asymptotic normality. (English). Kybernetika, vol. 28 (1992), issue 6, pp. 454-471
• Zvára, Karel: Consistency of an estimate in linear regression with non-negative errors. (English). Kybernetika, vol. 28 (1992), issue 2, pp. 129-139
• Anděl, Jiří: Nonnegative multivariate $\operatorname{AR}(1)$ processes. (English). Kybernetika, vol. 28 (1992), issue 3, pp. 213-226
• Villén-Altamirano, José: Confidence intervals for reliability functions of an exponential distribution under random censorship. (English). Kybernetika, vol. 26 (1990), issue 6, pp. 462-472
• Rublík, František: On optimality of the LR tests in the sense of exact slopes. I. General case. (English). Kybernetika, vol. 25 (1989), issue 1, pp. 13,14-25
• Rublík, František: On optimality of the LR tests in the sense of exact slopes. II. Application to individual distributions. (English). Kybernetika, vol. 25 (1989), issue 2, pp. 117-135
• Rublík, František: On testing hypotheses approximable by cones. (English). Mathematica Slovaca, vol. 39 (1989), issue 2, pp. 199-213
• Janžura, Martin: Asymptotic theory of parameter estimation for Gauss-Markov random fields. (English). Kybernetika, vol. 24 (1988), issue 3, pp. 161-176
• Janžura, Martin: Divergences of Gauss-Markov random fields with application to statistical inference. (English). Kybernetika, vol. 24 (1988), issue 6, pp. 401-412
• Vajda, Igor: Efficiency and robustness control via distorted maximum likelihood estimation. (English). Kybernetika, vol. 22 (1986), issue 1, pp. 47-67
• Hurt, Jan: Alternative parametric estimation in the exponential case under random censorship. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 25 (1984), issue 4, pp. 725-729
• Vajda, Igor: Asymptotic efficiency and robustness of $D$-estimators. (English). Kybernetika, vol. 20 (1984), issue 5, pp. 358-375
• Vajda, Igor: Consistency of $D$-estimators. (English). Kybernetika, vol. 20 (1984), issue 4, pp. 283-303
• Vajda, Igor: Motivation, existence and equivariance of $D$-estimators. (English). Kybernetika, vol. 20 (1984), issue 3, pp. 189-208
• Jurečková, Jana: Regression quantiles and trimmed least squares estimator under a general design. (English). Kybernetika, vol. 20 (1984), issue 5, pp. 345-357
• Jurečková, J.: Robust estimators and their relations. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 24 (1983), issue 1, pp. 49-59
• Grim, Jiří: On numerical evaluation of maximum-likelihood estimates for finite mixtures of distributions. (English). Kybernetika, vol. 18 (1982), issue 3, pp. 173-190
• Hurt, Jan: Estimates of reliability for the normal distribution. (English). Aplikace matematiky, vol. 25 (1980), issue 6, pp. 432-444
• Dupač, V.: Parameter estimation in cosine regression. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 20 (1979), issue 1, pp. 3-17
• Vorlíčková, Dana: Sufficient conditions for the asymptotic efficiency of estimates. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 20 (1979), issue 3, pp. 501-506