Bibliography
Journal Article
Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors
, ,
: Journal of Statistical Planning and Inference vol.89, p. 243-267
: AV0Z1075907
: GA102/99/1137, GA ČR
(eng): From consistency results on estimators asymptotically minimizing a general criterion, we derive necessary and sufficient conditions for the convergence of approximate M-estimators in nonlinear regression models with nonstationary and/or dependent errors. Special attention is paid to models with errors satisfying the law of large numbers.
: 12B
: BB