Constrained estimation: Consistency and asymptotics

DOI10.1002/ASM.3150070104MaRDI QIDQ4299577zbMATH OpenOpenAlexFDO

Authors 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

asymptotic normalityconsistencyepi-consistencyestimation

Mathematics Subject Classification ID

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

Cites work

• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Generalized Directional Derivatives and Subgradients of Nonconvex Functions
• scientific article; zbMATH DE number 3876377 (Why is no real title available?)
• scientific article; zbMATH DE number 3954659 (Why is no real title available?)
• scientific article; zbMATH DE number 3724209 (Why is no real title available?)
• Optimization and nonsmooth analysis

Cited in

(7)

• Reliable estimation via simulation
• A note on estimates in stochastic programming
• Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
• Estimating density functions: a constrained maximum likelihood approach^*
• scientific article; zbMATH DE number 269311 (Why is no real title available?)
• Constrained least squares simplicial-simplicial regression
• Multiple linear regression models for random intervals: a set arithmetic approach

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