Strong convergence of estimators as εn-minimisers of optimisation problems

Annals of the Institute of Statistical Mathematics

Volumn 57, Issue 2, 2005, Pages 291-313

  Lachout, Petr ^a   Liebscher, Eckhard ^b   Vogel, Silvia ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b ILMENAU UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Epi convergence; M estimators; Stochastic optimisation; Strong convergence

Indexed keywords

OPTIMIZATION; RANDOM PROCESSES; REGRESSION ANALYSIS;

EPI-CONVERGENCE; M-ESTIMATORS; STOCHASTIC OPTIMIZATION; STRONG CONVERGENCE;

ESTIMATION;

EID: 26244463393     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/BF02507027     Document Type: Article

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