Parameter estimation in smooth empirical processes
In this paper we derive almost sure representation theorems and limit distribution results for the solution of a general parametric equation of integral type evaluated at the empirical distribution function. In particular, these are applied to R-, L- and (scale invariant) M-estimates as well as CvM minimum distance estimates. Also some new types of estimates (of location) are proposed.
Year of publication: |
1986
|
---|---|
Authors: | Stute, Winfried |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 22.1986, 2, p. 223-244
|
Publisher: |
Elsevier |
Subject: | empirical processes random equation L- | M- and R-estimates minimum distance estimates Riesz derivatives a.s. representations limit distributions |
Saved in:
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