Normalité asymptotique d'estimateurs de maximum de vraisemblance pour modèles non-paramétriques de régression multidimensionnelle

DOI10.1016/S0764-4442(01)02010-9zbMATH Open1006.62039MaRDI QIDQ2745757

Philippe Vieu, Stefan Sperlich, Juan M. Rodríguez-Póo

Publication date: 9 March 2003

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (6)

Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data ⋮ Asymptotic normality for the estimator of non parametric regression model under ϕ-mixing errors ⋮ Unnamed Item ⋮ Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models ⋮ Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models ⋮ On asymptotic distributions of normal theory MLE in covariance structure analysis under some nonnormal distributions

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