The least weighted squares I. The asymptotic linearity of normal equations.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F02%3A16020168" target="_blank" >RIV/67985556:_____/02:16020168 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11230/02:00008021
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The least weighted squares I. The asymptotic linearity of normal equations.
Original language description
For the least weighted squares we show that normal equations may be asymptotically approximated by a form which is linear in regression parameters. The proof employs Skorohod embedding into Wiener process. The asymptotic linearity of the normal equationsallows (it is done in the part II) to derive asymptotic representation of the estimator and its asymptotic normality.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/KSK1019101" target="_blank" >KSK1019101: Mathematics, computer science and cybernetics: methods, tools and applications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Bulletin of the Czech Econometric Society
ISSN
1212-074x
e-ISSN
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Volume of the periodical
9
Issue of the periodical within the volume
15
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
28
Pages from-to
31-58
UT code for WoS article
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EID of the result in the Scopus database
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