Asymptotic normality for robust R-estimators of regression function
โ Scribed by P.E. Cheng; K.F. Cheng
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 739 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, we propose a combined regression estimator by using a parametric estimator and a nonparametric estimator of the regression function. The asymptotic distribution of this estimator is obtained for cases where the parametric regression model is correct, incorrect, and approximately corre
## Department of Mathematical and Statistical Methods, Academy of Agriculture, P o z n l Summory For auto-regression models and first and second difierences models it is shown that the REML estimators of unknown parameters are asymptotically normal when the number of observations tends to infinity