Constrained estimation: Consistency and asymptotics
作者:
Roger J.‐B. Wets,
期刊:
Applied Stochastic Models and Data Analysis
(WILEY Available online 1991)
卷期:
Volume 7,
issue 1
页码: 17-32
ISSN:8755-0024
年代: 1991
DOI:10.1002/asm.3150070104
出版商: John Wiley&Sons, Ltd.
关键词: Asymptotic normality;Epi‐consistency;Consistency;Estimation
数据来源: WILEY
摘要:
AbstractWe review some of the recent results obtained for constrained estimation, involving possibly non‐differentiable criterion functions. New tools are required to push consistency and asymptotic results beyond those that can be reached by classical mean
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