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Volumn 28, Issue 3, 2000, Pages 948-960

On the asymptotics of constrained local M-estimators

Author keywords

Asymptotic distribution; Clarke regularity; Constrained M estimation; Maximum likelihood; Metric projection; Prox regularity; Tangent cones

Indexed keywords


EID: 0034356976     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1015952006     Document Type: Article
Times cited : (42)

References (16)
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    • Poliquin, R.A.1    Rockafellar, R.T.2
  • 8
    • 0016993914 scopus 로고
    • Stability theorems for systems of inequalities, II: Differentiable nonlinear systems
    • ROBINSON, S. M. (1976a). Stability theorems for systems of inequalities, II: differentiable nonlinear systems. SIAM J. Numer. Anal. 13 497-513.
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  • 9
    • 0016952838 scopus 로고
    • Regularity and stability for convex multivalued functions
    • ROBINSON, S. M. (1976b). Regularity and stability for convex multivalued functions. Math. Oper. Res. 1 130-143.
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    • Robinson, S.M.1
  • 12
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    • Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions
    • SELF, S. G. and LIANG, K. Y. (1987). Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. J. Amer. Statist. Assoc. 82 605-610.
    • (1987) J. Amer. Statist. Assoc. , vol.82 , pp. 605-610
    • Self, S.G.1    Liang, K.Y.2
  • 13
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    • Existence and differentiability of metric projections in Hubert spaces
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    • Asymptotic properties of statistical estimators in stochastic programming
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  • 16
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.