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Bibliography

Journal Article

Necessary and sufficient conditions for consistency of M-estimates in regression models with general errors

Berlinet A., Liese F., Vajda Igor

: 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