Semiparametric \(M\)-estimation with non-smooth criterion functions

DOI10.1007/s10463-018-0700-yzbMath1476.62065OpenAlexW1704201937MaRDI QIDQ2304258

Laurent Delsol, Ingrid Van Keilegom

Publication date: 9 March 2020

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-018-0700-y

zbMATH Keywords

classificationasymptotic distributionempirical processessemiparametric regressionnuisance parametermissing datanonstandard asymptoticsM-estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05) Missing data (62D10)

Related Items

General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters, Transformation-Invariant Learning of Optimal Individualized Decision Rules with Time-to-Event Outcomes, ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY, Asymptotic properties of semiparametric \(M\)-estimators with multiple change points

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