We give general matrix Studentisation results for random vectors converging in distribution to a spherically symmetric random vector, which have wide applicability to the asymptotic properties of estimators obtained from estimating equations, for example. Appropriate matrix ``square roots,'' require
STATISTICAL THEORY OF THE VECTOR RANDOM DECREMENT TECHNIQUE
โ Scribed by J.C. ASMUSSEN; R. BRINCKER; S.R. IBRAHIM
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 245 KB
- Volume
- 226
- Category
- Article
- ISSN
- 0022-460X
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