ON PARAMETERS OF INCREASING DIMENSIONSBy

@inproceedings{HeONPO,
  title={ON PARAMETERS OF INCREASING DIMENSIONSBy},
  author={Xuming He and Qi-Man Shao}
}
In statistical analyses the complexity of a chosen model is often related to the size of available data. One important question is whether the asymptotic distribution of the parameter estimates normally derived by taking the sample size to innnity for a xed number of parameters would remain valid if the number of parameters in the model actually increases with the sample size. A number of authors have addressed this question for the linear models. The component-wise asymptotic normality of the… CONTINUE READING
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