Introduction to General Statistical Analysis
DOI10.1137/1132033zbMATH Open0653.62043OpenAlexW4230068440MaRDI QIDQ3799508FDOQ3799508
Authors: Vyacheslav Girko
Publication date: 1987
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1132033
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asymptotic normalitycovariance matricesmartingale differencesspectral functionsBurkholder inequalityestimation of generalized varianceG-analysisG-estimatesStieltjes- transform
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Applications of statistics (62P99) Survival analysis and censored data (62N99)
Cited In (16)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Random matrix-improved estimation of covariance matrix distances
- G12-estimator of regularized Mahalanobis distance
- Robust spiked random matrices and a robust G-MUSIC estimator
- Estimation and construction of confidence regions in regression models
- Title not available (Why is that?)
- Efficient estimation of smooth functionals in Gaussian shift models
- Statistical analysis of observations of increasing dimension. Transl. from the Russian
- Asymptotically efficient estimation of smooth functionals of covariance operators
- Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency
- Title not available (Why is that?)
- \(G\)-analysis of high-dimensional observations
- Limiting distribution of the \(G\) statistics
- Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
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