Asymptotic properties of statistical estimators in stochastic programming
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Publication:1263899
DOI10.1214/AOS/1176347146zbMath0688.62025OpenAlexW1975049860WikidataQ105584349 ScholiaQ105584349MaRDI QIDQ1263899
Publication date: 1989
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347146
Lagrange multipliersstochastic programmingoptimality conditionsM-estimatorsinequality constraintsMaximum likelihoodrobust regressionasymptotic nomalitycone approximation
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