On square root of n-consistency and asymptotic normality of consistent estimators in models with independent observations.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F03%3A16030042" target="_blank" >RIV/67985556:_____/03:16030042 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On square root of n-consistency and asymptotic normality of consistent estimators in models with independent observations.

Original language description

The paper presents relatively simple verifiable conditions for square root of n-consistency and asymptotic normality of M-estimators of vector parameters in a wide class of statistical models. The conditions are established for the M-estimators with absolutely continuous rho-function of locally bounded variation, and for the class of models including e.g. the linear and the nonlinear regression, the generalized linear models and the proportional hazard models as special cases.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/IAA1075101" target="_blank" >IAA1075101: General asymptotic theory of M-estimators</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2003

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Rostocker Mathematisches Kolloquium

ISSN

0138-3248

e-ISSN

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Volume of the periodical

57

Issue of the periodical within the volume

3

Country of publishing house

DE - GERMANY

Number of pages

49

Pages from-to

3-51

UT code for WoS article

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EID of the result in the Scopus database

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