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Asymptotic Normality of Quadratic Estimators

We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction of estimators in high-dimensional semi- and non-parametric...

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Détails bibliographiques
Publié dans:Stoch Process Their Appl
Auteurs principaux: Robins, James, Li, Lingling, Tchetgen, Eric, van der Vaart, Aad
Format: Artigo
Langue:Inglês
Publié: 2016
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC5232897/
https://ncbi.nlm.nih.gov/pubmed/28090132
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spa.2016.04.005
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