Showing 1 - 10 of 34
Purpose: Unlike point of purchase behavior, not much is known about how payment method impacts post-purchase behavior, especially for durable goods where user experience can last over long periods. The purpose of this paper is to link two strands of literature for the first time by uncovering...
Persistent link: https://www.econbiz.de/10012073712
This paper discusses the asymptotic representations of a class of L2-distance estimators based on weighted empirical processes in a multiple linear regression model when the errors are a function of stationary Gaussian random variables that are long-range dependent. Unlike the independent errors...
Persistent link: https://www.econbiz.de/10005254272
This paper develops an asymptotic theory for R-estimation based on a square-integrable, not necessarily bounded, score function in the pth order stationary autoregressive model. Asymptotic uniform linearity of a class of linear rank statistics is established and the asymptotic normality of the...
Persistent link: https://www.econbiz.de/10005221644
A Central Limit Theorem for a triangular array of row-wise independent Hilbert-valued random elements with finite second moment is proved under mild convergence requirements on the covariances of the row sums and the Lindeberg condition along the evaluations at an orthonormal basis. A Central...
Persistent link: https://www.econbiz.de/10005223195
In this paper, we discuss an asymptotic distributional theory of three broad classes of robust estimators of the regression parameter namely, L-, M- and R-estimators in a linear regression model when the errors are generated by an exponentially subordinated strongly dependent process. The...
Persistent link: https://www.econbiz.de/10005223874
Persistent link: https://www.econbiz.de/10005122844
Persistent link: https://www.econbiz.de/10005760193
Persistent link: https://www.econbiz.de/10015057555
Persistent link: https://www.econbiz.de/10014621641
Persistent link: https://www.econbiz.de/10014621867