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

DOI10.1046/J.0039-0402.2003.00111.XzbMATH Open1090.60032OpenAlexW2154137559MaRDI QIDQ4469595FDOQ4469595

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

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Mathematics Subject Classification ID

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

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Title not available (Why is that?)
• Uniform Central Limit Theorems
• Title not available (Why is that?)
• Weak convergence of probability measures and random functions in the function space D[0,∞)
• On the uniqueness of maximizers of Markov-Gaussian processes
• A set-indexed process in a two-region image
• Exponential and polynomial tailbounds for change-point estimators
• Nonparametric estimation of a discontinuity in regression
• Change-point estimators in case of small disorders

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
• Change point estimation in regression models with fixed design
• Change-point estimation under adaptive sampling
• A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes.
• Generalized perturbed best response dynamics with a continuum of strategies
• 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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