A theorem on uniform convergence of stochastic functions with applications

DOI10.1006/JMVA.1997.1674zbMATH Open0879.62020OpenAlexW1984118738MaRDI QIDQ1365552FDOQ1365552

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

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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)

Cites Work

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• Asymptotic Properties of Non-Linear Least Squares Estimators
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• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
• Asymptotic theory of nonlinear least squares estimation
• Asymptotic behavior of M-estimators for the linear model
• The strong consistency of M-estimators in linear models
• A Note on Uniform Convergence of Stochastic Processes

Cited In (8)

• Normal distribution based pseudo ML for missing data: with applications to mean and covariance structure analysis
• Identifying variables responsible for data not missing at random
• Mixed-Poisson point process with partially observed covariates: ecological momentary assessment of smoking
• Functional summaries of persistence diagrams
• 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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