Introduction to General Statistical Analysis

DOI10.1137/1132033zbMath0653.62043OpenAlexW4230068440MaRDI QIDQ3799508

Vyacheslav L. Girko

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1132033

zbMATH Keywords

asymptotic normalitymartingale differencesspectral functionscovariance matricesBurkholder inequalityestimation of generalized varianceG-analysisG-estimatesStieltjes- transform

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Applications of statistics (62P99) Survival analysis and censored data (62N99)

Related Items (7)

Estimation and construction of confidence regions in regression models ⋮ Asymptotically efficient estimation of smooth functionals of covariance operators ⋮ Robust spiked random matrices and a robust G-MUSIC estimator ⋮ Random matrix-improved estimation of covariance matrix distances ⋮ Efficient estimation of smooth functionals in Gaussian shift models ⋮ Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation

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