On the asymptotics of constrained local M-estimators

Annals of Statistics

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

  Shapiro, Alexander ^a,b  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^b Georgia Institute of Technology   (United States)

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

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