Regression models with infinitely many parameters: Consistency of bounded linear functionals

DOI10.1214/AOS/1176346508zbMATH Open0544.62062OpenAlexW2011352980MaRDI QIDQ796938FDOQ796938

Authors: Ker-Chau Li 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346508

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zbMATH Keywords

linear modelHilbert spaceFisher informationasymptotic consistencyconsistency of bounded linear functionalsinfinitely many parametersresponse curve

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Linear regression; mixed models (62J05)

Cited In (13)

• Order of convergence of regression parameter estimates in models with infinite variance
• Title not available (Why is that?)
• Analysis of the accuracy of the linear regression model for a change in the number of parameters
• On linear regression models in infinite dimensional spaces with scalar response
• Some remarks concerning the consistency of LS and LAD estimates of multiple regression
• Title not available (Why is that?)
• A randomly weighted estimate of the population mean
• Title not available (Why is that?)
• On consistent statistical procedures in regression
• Adaptive prediction and estimation in linear regression with infinitely many parameters.
• Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function
• Semi-Infinite Linear Regression and Its Applications
• Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models

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