On a class of stopping times for M-estimators

DOI10.1016/0047-259X(84)90048-4zbMATH Open0546.62055MaRDI QIDQ797943FDOQ797943

Authors: Winfried Stute 

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

score functioninvariance principlelaw of the iterated logarithmconfidence sequencesrepresentation of M-estimators

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Sequential estimation (62L12) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Robust Estimation of a Location Parameter
• On confidence sequences
• The oscillation behavior of empirical processes
• On the measurability and consistency of minimum contrast estimates
• Title not available (Why is that?)
• Moments of Randomly Stopped Sums
• Parameter estimation in smooth empirical processes
• On a Stopping Rule and the Central Limit Theorem

Cited In (6)

• Asymptotic deviations between perturbed empirical and quantile processes
• Title not available (Why is that?)
• Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves
• Last passage times of minimum contrast estimators
• On regression-based stopping times
• Nearest neighbor forecasting using sparse data representation

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