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Kybernetika 28(6):454-471, 1992.

Adaptive Maximum-likelihood-like Estimation in Linear Models Part 2. Asymptotic Normality

Jan Ámos Víšek


Abstract:

An adaptive estimator of regression model coefficients based on maximization of kernel estimate of likelihood was proposed and its consistency proved in the Part 1. Asymptotic normality is shown in the Part 2. An asymptotic representation of the estimate implies also its asymptotic efficiency.


Keywords:


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BIB TeX

@article{kyb:1992:6:454-471,

author = {V\'{\i}\v{s}ek, Jan \'{A}mos},

title = {Adaptive Maximum-likelihood-like Estimation in Linear Models Part 2. Asymptotic Normality},

journal = {Kybernetika},

volume = {28},

year = {1992},

number = {6},

pages = {454-471}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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