Title:
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Adaptive maximum-likelihood-like estimation in linear models. II. Asymptotic normality (English) |
Author:
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Víšek, Jan Ámos |
Language:
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English |
Journal:
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Kybernetika |
ISSN:
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0023-5954 |
Volume:
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28 |
Issue:
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6 |
Year:
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1992 |
Pages:
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454-471 |
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Category:
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math |
. |
MSC:
|
62F12 |
MSC:
|
62F35 |
MSC:
|
62G07 |
MSC:
|
62G35 |
MSC:
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62J05 |
idZBL:
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Zbl 0779.62059 |
idMR:
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MR1204595 |
. |
Date available:
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2009-09-24T18:34:33Z |
Last updated:
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2012-06-06 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/125350 |
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Related article:
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http://dml.cz/handle/10338.dmlcz/125864 |
. |
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.Technical Report No. 1654, Institute of Information Theory and Automation of Czechoslovak Academy of Sciences, Prague 1989. |
Reference:
|
[7] J. A. Víšek: Adaptive Maximum-likelihood-like Estimation in Linear Model.Technical Report No. 1654, Institute of Information Theory and Automation of Czechoslovak Academy of Sciences, Prague 1989. |
Reference:
|
[8] J. A. Víšek: What is adaptivity of regression analysis intended for?.In: Proceedings of ROBUST'90 (J. Antoch, ed.), Union of Czechoslovak Mathematicians and Physicists, Prague 1990, pp. 160-181. |
Reference:
|
[9] J. A. Víšek: Adaptive estimation in linear regression model.Part 1. Consistency. Kybernetika 28 (1991), 1,26-36. MR 1159872 |
Reference:
|
[10] J. A. Víšek: Adaptive estimation in linear regression model.Part 2. Asymptotic normality. Kybernetika 28 (1991), 2, 100-119. MR 1169213 |
Reference:
|
[11] J. A. Víšek: Adaptive maximum-likelihood-like estimation in linear models.Part 1. Consistency. Kybernetika 28 (1991), 5, 357-382. MR 1197720 |
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