scientific article

zbMath0641.62041MaRDI QIDQ4039822

Sara van de Geer

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

algorithmsrates of convergenceuniform consistencytwo-phase linear regression modelsconsistency theorems for least squares estimatorsfunctionals of empirical processeslikelihood ratio test for a change pointnonparametric spline estimatesUniform central limit theorems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Convergence of probability measures (60B10)

Related Items (10)

The likelihood ratio test for the change point problem for exponentially distributed random variables ⋮ Jump estimation in inverse regression ⋮ A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time ⋮ The M-estimation in a multi-phase random nonlinear model ⋮ Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data ⋮ Willem van Zwet, teacher and thesis advisor ⋮ Maximum likelihood estimator in a multi-phase random regression model ⋮ Asymptotics of M-estimators in two-phase linear regression models. ⋮ Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates ⋮ Asymptotics of maximum likelihood estimator in a two-phase linear regression model

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