Constrained estimation: Consistency and asymptotics

DOI10.1002/ASM.3150070104zbMath0800.62187OpenAlexW2069778372MaRDI QIDQ4299577

Roger J.-B. Wets

Publication date: 4 July 1994

Published in: Applied Stochastic Models and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/3380/1/WP-90-075.pdf

zbMATH Keywords

estimationconsistencyasymptotic normalityepi-consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30)

Related Items (6)

Reliable estimation via simulation ⋮ A note on estimates in stochastic programming ⋮ Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems ⋮ Unnamed Item ⋮ Multiple linear regression models for random intervals: a set arithmetic approach ⋮ Estimating density functions: a constrained maximum likelihood approach^*

Cites Work

• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Optimization and nonsmooth analysis
• Generalized Directional Derivatives and Subgradients of Nonconvex Functions
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• Unnamed Item

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