On asymptotic normality of the least square estimators of an infinite- dimensional parameter

zbMATH Open0808.62034MaRDI QIDQ1332013FDOQ1332013

Authors: A. Ya. Dorogovtsev 

Publication date: 26 September 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normalityGaussian distributionrandom functionalleast squares estimatorsinfinite-dimensional parameterconsistency of functionals of estimatorsseparable, reflexive Banach spaceweak convergence of normalized estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cited In (11)

• Title not available (Why is that?)
• Consistency of the estimate of the method of least squares for infinite- dimensional parameters
• Asymptotic normality of a consistent estimator of maximum mean discrepancy in Hilbert space
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• Asymptotic normality of least-squares estimators of tail indices
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• Asymptotic normality of a projective estimator of an infinite-dimensional parameter of nonlinear regression
• On the \(L^{\infty}\) consistency of \(L^ 2\) estimators
• Regression models with infinitely many parameters: Consistency of bounded linear functionals

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