| bibtype |
J -
Journal Article
|
| ARLID |
0410954 |
| utime |
20240103182251.3 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
The least weighted squares I. The asymptotic linearity of normal equations |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0293025 |
| ISSN |
1212-074X |
| title
|
Bulletin of the Czech Econometric Society |
| volume_id |
9 |
| volume |
15 (2002) |
| page_num |
31-58 |
|
| keyword |
the least weighted squares |
| keyword |
robust regression |
| keyword |
asymptotic normality and representation |
| author
(primary) |
| ARLID |
cav_un_auth*0101225 |
| name1 |
Víšek |
| name2 |
Jan Ámos |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12A |
| cas_special |
| project |
| project_id |
255/2002/A EK /FSV |
| agency |
GA UK |
| country |
CZ |
|
| project |
| project_id |
KSK1019101 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0000219 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
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 equations allows (it is done in the part II) to derive asymptotic representation of the estimator and its asymptotic normality. |
| RIV |
BA |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0131041 |
| ID_orig |
UTIA-B 20020168 |
| arlyear |
2002 |
| mrcbU63 |
cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 9 č. 15 2002 31 58 |
|