On the asymptotics of constrained \(M\)-estimation (Q1896248): Difference between revisions

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Revision as of 17:42, 21 March 2024

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On the asymptotics of constrained \(M\)-estimation
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    On the asymptotics of constrained \(M\)-estimation (English)
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    24 January 1996
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    maximum likelihood estimation
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    central limit theorem
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    constraint
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    M- estimate
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    global optimizers
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    Chernoff regularity
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    local optimizers
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    Clarke regularity
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    projection
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    normal random vector
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    tangent cone
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