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Bibliografie

Journal Article

The least weighted squares II. Consistency and asymptotic normality

Víšek Jan Ámos

: Bulletin of the Czech Econometric Society vol.9, 16 (2002), p. 1-28

: CEZ:AV0Z1075907

: 255/2000/A EK /FSV, GA UK, KSK1019101, GA AV ČR

: robust regression, consistency, asymptotic normality

(eng): 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. are discussed in Conclusion

: 12A

: BA

07.01.2019 - 08:39