On the asymptotics of constrained local M-estimators.
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Cites work
- scientific article; zbMATH DE number 439951 (Why is no real title available?)
- scientific article; zbMATH DE number 3498613 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
- Asymptotic properties of statistical estimators in stochastic programming
- Existence and Differentiability of Metric Projections in Hilbert Spaces
- First-order conditions for isolated locally optimal solutions
- Local differentiability of distance functions
- On the Distribution of the Likelihood Ratio
- On the asymptotics of constrained \(M\)-estimation
- Optimization and nonsmooth analysis
- Prox-regular functions in variational analysis
- Set-valued analysis
- Variational Analysis
Cited in
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- Local M-estimation with discontinuous criterion for dependent and limited observations
- Estimation under inequality constraints: semiparametric estimation of conditional duration models
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Local linear convergence for alternating and averaged nonconvex projections
- Graphical convergence of subgradients in nonconvex optimization and learning
- Local continuity of log-concave projection, with applications to estimation under model misspecification
- Lipschitz behavior of solutions to nonconvex semi-infinite vector optimization problems
- Asymptotic Theory for M-Estimators of Boundaries
- Union-intersection principle and constrained statistical inference
- Assessing statistical significance in variance components linkage analysis: a theoretical justification
- Scaled constraint qualifications for generalized equation constrained problems and application to nonsmooth mathematical programs with equilibrium constraints
- Consistency of MLE, LSE and M-estimation under mild conditions
- Asymptotic Properties of ML Estimators of Parameters Subject to Linear Constraints Under a Class of Local Alternatives when the Information Matrix is Singular
- An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians
- Generalised likelihood profiles for models with intractable likelihoods
- Likelihood ratio tests and singularities
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