| bibtype |
J -
Journal Article
|
| ARLID |
0410382 |
| utime |
20240103182210.2 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0257116 |
| ISSN |
0378-3758 |
| title
|
Journal of Statistical Planning and Inference |
| volume_id |
89 |
| page_num |
243-267 |
| publisher |
|
|
| author
(primary) |
| ARLID |
cav_un_auth*0212436 |
| name1 |
Berlinet |
| name2 |
A. |
| country |
FR |
|
| author
|
| ARLID |
cav_un_auth*0015549 |
| name1 |
Liese |
| name2 |
F. |
| country |
DE |
|
| author
|
| ARLID |
cav_un_auth*0101218 |
| name1 |
Vajda |
| name2 |
Igor |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA102/99/1137 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0004432 |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
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. |
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130471 |
| ID_orig |
UTIA-B 20000098 |
| arlyear |
2000 |
| mrcbU63 |
cav_un_epca*0257116 Journal of Statistical Planning and Inference 0378-3758 1873-1171 Roč. 89 1/2 2000 243 267 Elsevier |
|