Constrained estimation: Consistency and asymptotics

DOI10.1002/ASM.3150070104zbMATH Open0800.62187OpenAlexW2069778372MaRDI QIDQ4299577FDOQ4299577

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 normalityconsistencyestimationepi-consistency

Mathematics Subject Classification ID

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

Cites Work

• Optimization and nonsmooth analysis
• Title not available (Why is that?)
• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Generalized Directional Derivatives and Subgradients of Nonconvex Functions
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (6)

• Title not available (Why is that?)
• Estimating density functions: a constrained maximum likelihood approach^*
• Reliable estimation via simulation
• Multiple linear regression models for random intervals: a set arithmetic approach
• A note on estimates in stochastic programming
• Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems

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