Last passage times of minimum contrast estimators

Bose, Arup ; Chatterjee, Snigdhansu (2001) Last passage times of minimum contrast estimators Journal of the Australian Mathematical Society, 71 (01). pp. 1-10. ISSN 1446-7887

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Official URL: http://journals.cambridge.org/action/displayAbstra...

Related URL: http://dx.doi.org/10.1017/S1446788700002676

Abstract

We study the last passage time and its asymptotic distribution for minimum contrast estimators defined through the minimization of a convex criterion function based on U-functionals. This includes cases of non-smooth estimators for vector valued parameters. We also derive a Bahadur-type representation and the law of iterated logarithms for such estimators.

Item Type:Article
Source:Copyright of this article belongs to Australian Mathematical Society.
Keywords:Minimum Contrast Estimators; Last Passage Time; Law of Iterated Logarithms; Bahadur Representation; Oja Median; L1 Median
ID Code:68688
Deposited On:05 Nov 2011 05:01
Last Modified:05 Nov 2011 05:01

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