Filters
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 I. The asymptotic linearity of normal equations.
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 <...
BA - Obecná matematika
- 2002 •
- 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 stu...
BA - Obecná matematika
- 2002 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Asymptotic Representation Of The Instrumental Weighted Variables - Theory And Practice: Part I - deriving the formula for the asymptotic representation
briefly recalled. Then asymptotic representation and normality of all solutions of the corresponding normal equations is proved. Part II - numerical studies offers a possibility to create an idea how the asymp...
BB - Aplikovaná statistika, operační výzkum
- 2014 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Robust instrumental variables and specification test.
Employing nowadays standard technique of asymptotic linearity Bahadur representation of instrumental(IME) and ordinary M-estimators under assumption that explanatory variables are correlated with disturbances in the linear model is ...
BB - Aplikovaná statistika, operační výzkum
- 2001 •
- D
Rok uplatnění
D - Stať ve sborníku
Equivariant estimators and their asymptotic representation
Equivariant estimators and their asymptotic representation...
BA - Obecná matematika
- 1999 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Asymptotic Palm likelihood theory for stationary point processes
estimator is strongly consistent and asymptotically normally distributed. representation. Examples of such point processes include the Neyman-Scott processes......
BA - Obecná matematika
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Second-order asymptotic representation of M-estimators in a linear model
The asymptotic properties of fixed-scale as well as studentized M -estimators in linear models with fixed carriers are studied. A two term von Mises expansion (second order asymptotic representation) is derived and verified...
BA - Obecná matematika
- 2010 •
- C
Rok uplatnění
C - Kapitola v odborné knize
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
Asymptotic Filters Based on a Generalization of the Tellegen’s Principle: Design and Applications
representations. It is demonstrated that in discrete-time version the resulting asymptoticThis paper deals with structural properties of a class of asymptotic filters from the filter banks design point of view. It is shown...
JA - Elektronika a optoelektronika, elektrotechnika
- 2005 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
- 1 - 10 out of 33 376