On the asymptotics of constrained local \(M\)-estimators.

DOI10.1214/aos/1015952006zbMath1105.62305OpenAlexW2059567552WikidataQ29038228 ScholiaQ29038228MaRDI QIDQ1848809

Alexander Shapiro

Publication date: 14 November 2002

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1015952006

zbMATH Keywords

asymptotic distributionMaximum likelihoodmetric projectiontangent conesprox-regularityClarke regularityconstrained \(M\)-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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