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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