Functional least squares estimators in an additive effects outliers model
1990 ◽
Vol 48
(2)
◽
pp. 299-319
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Keyword(s):
AbstractConsider the additive effects outliers (A.O.) model where one observes , with The sequence of r.v.s is independent of and , are i.i.d. with d.f. , where the d.f.s Ln, n ≦ 0, are not necessarily known and εj's are i.i.d.. This paper discusses the asymptotic behavior of functional least squares estimators under the above model. Uniform consistency and uniform strong consistency of these estimators are proven. The weak convergence of these estimators to a Gaussian process and their asymptotic biases are also discussed under the above A.O. model.
1976 ◽
Vol 34
(2)
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pp. 119-127
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Keyword(s):
2010 ◽
Vol 80
(19-20)
◽
pp. 1532-1542
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2014 ◽
Vol 41
(4)
◽
pp. 866-892
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2003 ◽
Vol 18
(4)
◽
pp. 703-712
1980 ◽
Vol 8
(5)
◽
pp. 1057-1064
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Keyword(s):
1983 ◽
Vol 20
(04)
◽
pp. 737-753
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1999 ◽
Vol 8
(1)
◽
pp. 75-82
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