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Sibirskii Matematicheskii Zhurnal, 2011, Volume 52, Number 4, Pages 841–860 (Mi smj2243)  
This article is cited in 5 scientific papers (total in 5 papers)

On the asymptotics of distributions of two-step statistical estimates

Yu. Yu. Linkeab

a Sobolev Institute of Mathematics, Novosibirsk, Russia
b Novosibirsk State University, Novosibirsk, Russia
Full-text PDF (344 kB) Citations (5)
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Abstract: We study the two-step statistical estimates that admit certain expressions of a sufficiently general form. These constructions arise in various statistical models, for instance in regression problems. Under rather weak restrictions we find necessary and sufficient conditions for the normalized difference of a two-step estimate and the unknown parameter to converge weakly to an arbitrary distribution.
Keywords: two-step estimates, parametric estimation, approximating distributions, triangular array, regression.
Received: 01.10.2010
Revised: 27.04.2011
English version:
Siberian Mathematical Journal, 2011, Volume 52, Issue 4, Pages 665–681
DOI: https://doi.org/10.1134/S0037446611040112
Bibliographic databases:
Document Type: Article
UDC: 519.233.22
Language: Russian
Citation: Yu. Yu. Linke, “On the asymptotics of distributions of two-step statistical estimates”, Sibirsk. Mat. Zh., 52:4 (2011), 841–860; Siberian Math. J., 52:4 (2011), 665–681
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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