Invariance principles for some stochastic processes relating to M-estimators and their role in sequential statistical inference
暂无分享,去创建一个
[1] Jana Jurečková,et al. Asymptotic Relations of $M$-Estimates and $R$-Estimates in Linear Regression Model , 1977 .
[2] R. G. Miller,et al. Weak Convergence of $U$-Statistics and Von Mises' Differentiable Statistical Functions , 1972 .
[3] Peter J. Bickel,et al. Convergence Criteria for Multiparameter Stochastic Processes and Some Applications , 1971 .
[4] P. Sen,et al. Theory of rank tests , 1969 .
[5] H. Robbins,et al. ON THE ASYMPTOTIC THEORY OF FIXED-WIDTH SEQUENTIAL CONFIDENCE INTERVALS FOR THE MEAN. , 1965 .
[6] L. Gleser. On the Asymptotic Theory of Fixed-Size Sequential Confidence Bounds for Linear Regression Parameters , 1965 .
[7] J. Kiefer,et al. Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses , 1953 .
[8] R. Carroll. On the asymptotic normality of stopping times based on robust estimators , 1975 .
[9] P. Sen,et al. On bounded length confidence intervals from the regression coefficient based on a class of rank statistics , 1970 .
[10] P. Sen,et al. Sequential Rank Tests for Regression Seque~tial Rfu~k Tests for Regression I , 2022 .