On a class of stopping times for M-estimators

DOI10.1016/0047-259X(84)90048-4MaRDI QIDQ797943zbMATH OpenFDO

Authors Winfried Stute

Publication date 1984

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

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)

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Cites work

• scientific article; zbMATH DE number 3312311 (Why is no real title available?)
• Moments of Randomly Stopped Sums
• On a Stopping Rule and the Central Limit Theorem
• On confidence sequences
• On the measurability and consistency of minimum contrast estimates
• Parameter estimation in smooth empirical processes
• Robust Estimation of a Location Parameter
• The oscillation behavior of empirical processes

Cited in

(6)

• Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves
• On regression-based stopping times
• Nearest neighbor forecasting using sparse data representation
• Asymptotic deviations between perturbed empirical and quantile processes
• scientific article; zbMATH DE number 3934199 (Why is no real title available?)
• Last passage times of minimum contrast estimators

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