RATES OF CONVERGENCE OF MINIMUM DISTANCE ESTIMATORS AND KOLMOGOROV-ENTROPY

被引：94

作者：

YATRACOS, YG ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,BERKELEY,CA 94720

来源：

ANNALS OF STATISTICS | 1985年 / 13卷 / 02期

关键词：

D O I：

10.1214/aos/1176349553

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：768 / 774

页数：7

共 50 条

[41] Rates of weak convergence of estimators in homogeneous diffusions
Bishwal, Jaya P. N.
[J]. PARAMETER ESTIMATION IN STOCHASTIC DIFFERENTIAL EQUATION, 2008, 1923 : 15 - 48
[42] RATES OF CONVERGENCE OF SOME ESTIMATORS FOR A SEMIPARAMETRIC MODEL
SHIAU, JJH
WAHBA, G
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1988, 17 (04) : 1117 - 1133
[43] Convergence rates and asymptotic normality for series estimators
Newey, WK
[J]. JOURNAL OF ECONOMETRICS, 1997, 79 (01) : 147 - 168
[44] ASYMPTOTIC PROPERTIES OF A FAMILY OF MINIMUM QUANTILE DISTANCE ESTIMATORS
LARICCIA, VN
WEHRLY, TE
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1985, 80 (391) : 742 - 747
[45] MINIMUM DISTANCE ESTIMATORS OF SCALE WITH CENSORED-DATA
HARDER, MH
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1992, 87 (419) : 832 - 843
[46] Modified minimum distance estimators: definition, properties and applications
Talha Arslan
Sukru Acitas
Birdal Senoglu
[J]. Computational Statistics, 2022, 37 : 1551 - 1568
[47] A GENERAL-APPROACH TO THE OPTIMALITY OF MINIMUM DISTANCE ESTIMATORS
MILLAR, PW
[J]. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1984, 286 (01) : 377 - 418
[48] Minimum distance estimators for random coefficient autoregressive models
Qian, LF
[J]. STATISTICS & PROBABILITY LETTERS, 1996, 29 (03) : 251 - 262
[49] Modified minimum distance estimators: definition, properties and applications
Arslan, Talha
Acitas, Sukru
Senoglu, Birdal
[J]. COMPUTATIONAL STATISTICS, 2022, 37 (04) : 1551 - 1568
[50] Bootstrap of minimum distance estimators in regression with correlated disturbances
Vilar-Fernández, JM
Vilar-Fernández, JA
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2002, 108 (1-2) : 283 - 299

← 1 2 3 4 5 →