On the asymptotics of distributions of two-step statistical estimates

DOI10.1134/S0037446611040112zbMath1232.62040MaRDI QIDQ642082

Yuliana Yu. Linke

Publication date: 25 October 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

regressiontriangular arraysparametric estimationapproximating distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99)

Related Items

Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression, Consistent estimation in a linear regression problem with random errors in coefficients, Two-Step Estimation in a Heteroscedastic Linear Regression Model

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