Asymptotic Robustness in Regression and Autoregression Based on Lindeberg Conditions
STANFORD UNIV CA DEPT OF STATISTICS
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A statistical procedure is asymptotically robust if its large-sample properties hold under conditions more general than the conditions under which the procedure is derived. The justification of such procedures is often based directly or indirectly on a central limit theorem. In this paper Lindeberg-type conditions are utilized to establish asymptotic normality of sample regression and autoregression coefficients.
- Statistics and Probability