Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables (Q1962221)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables |
scientific article; zbMATH DE number 1395186
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables |
scientific article; zbMATH DE number 1395186 |
Statements
Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables (English)
0 references
24 October 2000
0 references
The author studies estimators of the autoregressive parameter in a Markov model model with errors in variables. Robust estimators are considered. For a wide class of estimators it is shown that a Bahadur-Kiefer almost sure representation exists.
0 references
0.8240615725517273
0 references
0.7886084914207458
0 references
0.7792571187019348
0 references
