scientific article
From MaRDI portal
Publication:4039822
zbMath0641.62041MaRDI QIDQ4039822
Publication date: 5 June 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
algorithmsrates of convergenceuniform consistencytwo-phase linear regression modelsconsistency theorems for least squares estimatorsfunctionals of empirical processeslikelihood ratio test for a change pointnonparametric spline estimatesUniform central limit theorems
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Convergence of probability measures (60B10)
Related Items
The likelihood ratio test for the change point problem for exponentially distributed random variables, Jump estimation in inverse regression, A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time, The M-estimation in a multi-phase random nonlinear model, Bootstrapping sums of independent but not identically distributed continuous processes with applications to functional data, Willem van Zwet, teacher and thesis advisor, Maximum likelihood estimator in a multi-phase random regression model, Asymptotics of M-estimators in two-phase linear regression models., Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates, Asymptotics of maximum likelihood estimator in a two-phase linear regression model