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The least weighted squares I. The asymptotic linearity of normal equations.
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 li...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The least trimmed squares. Part III. - Asymptotic normality and Bahadur representation
Asymptotic normality of tghe least trimmed squares estimator is proved and its asymptotic representation is derived.
BB - Aplikovaná statistika, operační výzkum
- 2006 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The least weighted squares II. Consistency and asymptotic normality.
Consistency and asymptotic normality of the least weighted squares are prooved. Also asymptotic representation of Bahadur type is derived. Several topics as equivariance of the estimator, directions of the next studies etc....
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Asymptotic Normality of Parameter Estimates for Stochastic Differential Equation of Second Order
Main topics of the document: Ornstein-Uhlenbeck process; parameter estimation; asymptotic normality...
Statistics and probability
- 2017 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Parameter Estimation for Stochastic Partial Differential Equations of Second Order
Main topics of the document: parameter estimation; strong consistency; asymptotic normality...
Pure mathematics
- 2020 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Parameter estimation for scalar stochastic differential equation of second order
Main topics of the document: Ornstein-Uhlenbeck process; parameter estimation; asymptotic normality...
Pure mathematics
- 2018 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
On square root of n-consistency and asymptotic normality of consistent estimators in models with independent observations.
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 ...
BB - Aplikovaná statistika, operační výzkum
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Asymptotic normalization coefficients from proton transfer reactions and astrophysical S factors for the CNO 13C(p,gamma)14N radiative capture prosess.
to a particular 14N bound state is expressed in terms of the asymptotic normalization...
BG - Jaderná, atomová a molekulová fyzika, urychlovače
- 2003 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Asymptotic normalization coefficients from direct transfer reactions and astrophysical S factors.
Peripheral transfer reactions can be used to determine asymptotic normalization coefficients (ANC). These coefficients, which specify the normalization of the tail of the overlap function, determine S factors for direct cap...
BG - Jaderná, atomová a molekulová fyzika, urychlovače
- 2001 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion
increases. A necessary and sufficient condition for consistency and asymptotic normality with the Hurst parameter grater than one half. The objective is to study asymptotic......
BA - Obecná matematika
- 2009 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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