A Convergence Result for a Class of Asymptotically Linear Estimators

DOI10.1080/03610926.2011.593286MaRDI QIDQ3167831zbMATH OpenOpenAlexFDO

Authors Mohamed Atlagh, M. Broniatowski, Giorgio Celant

Publication date 29 October 2012

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.593286

zbMATH Keywords

adaptive estimationfunctional Glivenko-Cantelli theoremlast exit timerstrongly consistent estimation

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point estimation (62F10)

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Cites work

• An efficient and robust adaptive estimator of location
• Asymptotic optimality of invariant sequential probability ratio tests
• Consistent estimation of the influence function of locally asymptotically linear estimators
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• Last passage time for the empirical mean of some mixing processes
• Last passage times of minimum contrast estimators
• On adaptive estimation
• On asymptotically efficient estimation in semiparametric models
• On the last time and the number of times an estimator is more than from its target value

Cited in

(3)

• An asymptotic property of nonlinear estimators arising as solutions to a certain class of convex programming problems
• On the last time and the number of times an estimator is more than from its target value
• Last passage times of minimum contrast estimators

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