On the asymptotics of constrained \(M\)-estimation

DOI10.1214/AOS/1176325768zbMath0829.62029OpenAlexW2055006281MaRDI QIDQ1896248

Charles J. Geyer

Publication date: 24 January 1996

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325768

zbMATH Keywords

maximum likelihood estimationprojectioncentral limit theoremconstrainttangent coneClarke regularitynormal random vectorChernoff regularityglobal optimizerslocal optimizersM- estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Asymptotic properties of parametric tests (62F05) Existence of optimal solutions to problems involving randomness (49J55)

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