Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation

DOI10.1090/TPMS/1195MaRDI QIDQ6074047zbMATH OpenOpenAlexFDO

Authors Dietmar Ferger

Publication date 12 October 2023

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1195

zbMATH Keywords

\(M\)-estimationrandom closed setsFell-topologyargmin-setsconvex empirical processes

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Characterization and structure theory of statistical distributions (62E10)

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• Robust Statistics
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• Variational Analysis

Cited in

(2)

• On semi-continuity and continuity of the smallest and largest minimizing point of real convex functions with applications in probability and statistics
• Supremal inequalities for convex M-estimators with applications to complete and quick convergence

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