A theorem on uniform convergence of stochastic functions with applications

DOI10.1006/JMVA.1997.1674MaRDI QIDQ1365552zbMATH OpenOpenAlexFDO

Authors Ke-Hai Yuan

Publication date 4 September 1997

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1997.1674

zbMATH Keywords

strong consistencylogistic regressionM-estimationuniform convergence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• scientific article; zbMATH DE number 847272 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• A Note on Uniform Convergence of Stochastic Processes
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Asymptotic behavior of M-estimators for the linear model
• Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
• Asymptotic theory of nonlinear least squares estimation
• The strong consistency of M-estimators in linear models

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• scientific article; zbMATH DE number 1194418 (Why is no real title available?)
• A simple characterization of almost uniform convergence by stochastic convergence
• Penalized quadratic inference functions for single-index models with longitudinal data
• Asymptotics of estimating equations under natural conditions.
• A model specification test for the variance function in nonparametric regression

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