Title | Asymptotic Statistics [electronic resource] : Proceedings of the Fifth Prague Symposium, held from September 4-9, 1993 / edited by Petr Mandl, Marie Huลกkovรก |
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Imprint | Heidelberg : Physica-Verlag HD : Imprint: Physica, 1994 |
Connect to | http://dx.doi.org/10.1007/978-3-642-57984-4 |
Descript | X, 474 p. online resource |
Invited papers -- Procedures for the detection of multiple changes in series of independent observations -- Probing for information in two-stage stochastic programming and the associated consistency -- Outliers and switches in time series -- Frรฉchet differentiability and robust estimation -- Stein predictors and prediction regions -- Perpetuities and random equations -- On recent developments in the theory of set-indexed processes -- Regression rank scores scale statistics and studentization in linear models -- On an argmax-distribution connected to the Poisson process -- Asymptotic normality of regression M-estimators: Hadamard differentiability approaches -- Contributed papers -- Asymptotic theory for regression quantile estimators in the heteroscedastic regression model -- Nonnegative moving-average models -- Biased samples from a search and the asymptotic behaviour of Bayesian models -- A modification of least squares with high efficiency and high breakdown point in linear regression -- Significance of differences of estimates -- Adaptiveness in time series models -- Kernel estimators of integrated squared density derivatives in non-smooth cases -- Curve selection: A nonparametric approach -- Complete convergence -- Tests for heteroscedasticity based on regression quan-tiles and regression rank scores -- Parameter estimation by projecting on structural statistical models -- Some remarks on the joint estimation of the index and the scale parameter for stable processes -- Asymptotic behaviour of the error probabilities in the pseudo-likelihood ratio test for Gibbs-Markov distributions -- Detection of change in variance -- Shrinkage of maximum likelihood estimator of multivariate location -- Almost sure invariance principles for V- and U-statistics based on weakly dependent random variables -- On stability in two-stage stochastic nonlinear programming -- Spread inequality and efficiency of first and second order -- Confidence intervals for regression quantiles -- Spatial quantiles and their Bahadur-Kiefer representations -- Asymptotic expansions of error probabilities for tests -- An application of complex commutation functions -- One-sided deviations of a random walk without moment assumptions -- Asymptotic behaviour of one-step M-estimators in contaminated non-linear models -- Conditional rank tests for the two-sample problem with partially observed data -- Finiteness and continuity of differential entropy -- Characterizations of discrete probability distributions by the existence of regular conditional distributions respectively continutity from below of inner probability measures -- Diagnostics of regression model: test of goodness of fit -- On a multistage stochastic linear program -- Change point and jump estimates in an AMOC renewal model -- Conditions for consistency of MLEโs -- Improving maximum quasi-likelihood estimators