A continuous mapping theorem for the argmax‐functional in the non‐unique case

DOI10.1046/J.0039-0402.2003.00111.XMaRDI QIDQ4469595zbMATH OpenOpenAlexFDO

Authors Dietmar Ferger

Publication date 15 June 2004

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1046/j.0039-0402.2003.00111.x

Mathematics Subject Classification ID

Point estimation (62F10) General theory of stochastic processes (60G07)

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Cites work

• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A set-indexed process in a two-region image
• Change-point estimators in case of small disorders
• Exponential and polynomial tailbounds for change-point estimators
• Nonparametric estimation of a discontinuity in regression
• On the uniqueness of maximizers of Markov-Gaussian processes
• Uniform Central Limit Theorems
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of probability measures and random functions in the function space D[0,∞)

Cited in

(14)

• Exact distribution of argmax (argmin)
• On the argmin-sets of stochastic processes and their distributional convergence in Fell-type-topologies
• Asymptotics for p-value based threshold estimation in regression settings
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• Change-point estimation under adaptive sampling
• Generalized perturbed best response dynamics with a continuum of strategies
• A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes.
• On a minimum distance procedure for threshold selection in tail analysis
• Confidence sets for split points in decision trees
• A continuous mapping theorem for the smallest argmax functional
• Pricing Bermudan Options Using Regression Trees/Random Forests
• A semiparametric approach to source separation using independent component analysis
• Bootstrap confidence intervals for multiple change points based on moving sum procedures
• On the minimizing point of the incorrectly centered empirical process and its limit distribution in nonregular experiments

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