On the asymptotics of constrained local M-estimators.

DOI10.1214/AOS/1015952006zbMATH Open1105.62305OpenAlexW2059567552WikidataQ29038228 ScholiaQ29038228MaRDI QIDQ1848809FDOQ1848809

Authors: 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

Recommendations

• On the asymptotics of constrained \(M\)-estimation
• Rates of convergence in the asymptotic normality for some local maximum estimators
• Asymptotic Theory for M-Estimators of Boundaries
• Asymptotic Properties of ML Estimators of Parameters Subject to Linear Constraints Under a Class of Local Alternatives when the Information Matrix is Singular
• On the strong consistency of asymptotic \(M\)-estimators

zbMATH Keywords

asymptotic distributionmetric projectiontangent conesprox-regularityMaximum likelihoodClarke regularityconstrained \(M\)-estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cites Work

• Variational Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• On the Distribution of the Likelihood Ratio
• On the asymptotics of constrained \(M\)-estimation
• Optimization and nonsmooth analysis
• Local differentiability of distance functions
• Prox-regular functions in variational analysis
• Set-valued analysis
• Asymptotic properties of statistical estimators in stochastic programming
• First-order conditions for isolated locally optimal solutions
• Title not available (Why is that?)
• Existence and Differentiability of Metric Projections in Hilbert Spaces

Cited In (22)

• Local continuity of log-concave projection, with applications to estimation under model misspecification
• Lipschitz behavior of solutions to nonconvex semi-infinite vector optimization problems
• On the asymptotics of constrained \(M\)-estimation
• Scaled constraint qualifications for generalized equation constrained problems and application to nonsmooth mathematical programs with equilibrium constraints
• Local M-estimation with discontinuous criterion for dependent and limited observations
• Asymptotically optimal tests for parametric functions against ordered functional alternatives
• Graphical convergence of subgradients in nonconvex optimization and learning
• Local linear convergence for alternating and averaged nonconvex projections
• Asymptotic Properties of ML Estimators of Parameters Subject to Linear Constraints Under a Class of Local Alternatives when the Information Matrix is Singular
• Assessing statistical significance in variance components linkage analysis: a theoretical justification
• Generalised likelihood profiles for models with intractable likelihoods
• Inference and testing on the boundary in extended constant conditional correlation GARCH models
• Backward nested descriptors asymptotics with inference on stem cell differentiation
• Asymptotic Theory for M-Estimators of Boundaries
• An adaptive stochastic sequential quadratic programming with differentiable exact augmented Lagrangians
• An appraisal of some aspects of statistical inference under inequality constraints
• Consistency of MLE, LSE and M-estimation under mild conditions
• Union-intersection principle and constrained statistical inference
• Likelihood ratio tests and singularities
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Estimation under inequality constraints: semiparametric estimation of conditional duration models
• Some results for maximum likelihood estimation of adjusted relative risks

This page was built for publication: On the asymptotics of constrained local \(M\)-estimators.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1848809)