On a class of stopping times for M-estimators
From MaRDI portal
Publication:797943
DOI10.1016/0047-259X(84)90048-4zbMath0546.62055MaRDI QIDQ797943
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
law of the iterated logarithminvariance principlescore functionconfidence sequencesrepresentation of M-estimators
Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)
Related Items
Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves, Last passage times of minimum contrast estimators, Asymptotic deviations between perturbed empirical and quantile processes, Nearest neighbor forecasting using sparse data representation
Cites Work
- Unnamed Item
- Parameter estimation in smooth empirical processes
- The oscillation behavior of empirical processes
- On confidence sequences
- On the measurability and consistency of minimum contrast estimates
- Moments of Randomly Stopped Sums
- Robust Estimation of a Location Parameter
- On a Stopping Rule and the Central Limit Theorem