Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F00%3A16000098" target="_blank" >RIV/67985556:_____/00:16000098 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors.
Original language description
From consistency results on estimators asymptotically minimizing a general criterion, we derive necessary and sufficient conditions for the convergence of approximate M-estimators in nonlinear regression models with nonstationary and/or dependent errors.Special attention is paid to models with errors satisfying the law of large numbers.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BD - Information theory
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/GA102%2F99%2F1137" target="_blank" >GA102/99/1137: Estimation and optimization in telecommunication networks</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2000
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Statistical Planning and Inference
ISSN
0378-3758
e-ISSN
—
Volume of the periodical
89
Issue of the periodical within the volume
1/2
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
25
Pages from-to
—
UT code for WoS article
—
EID of the result in the Scopus database
—