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

MaRDI QIDQ1332013zbMATH OpenFDO

Authors A. Ya. Dorogovtsev

Publication date 26 September 1994

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

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)

Recommendations

• scientific article; zbMATH DE number 4032787
• Publication:3473977
• Consistency of the estimate of the method of least squares for infinite- dimensional parameters
• Asymptotic normality of the estimator of an infinite-dimensional parameter in the model with a smooth regression function

Cited in

(11)

• scientific article; zbMATH DE number 1366692 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4143266 (Why is no real title available?)
• scientific article; zbMATH DE number 1515768 (Why is no real title available?)
• Asymptotic normality of least-squares estimators of tail indices
• scientific article; zbMATH DE number 4032787 (Why is no real title available?)
• scientific article; zbMATH DE number 4080625 (Why is no real title available?)
• 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

This page was built for publication: On asymptotic normality of the least square estimators of an infinite- dimensional parameter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1332013)