On a class of stopping times for M-estimators
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Publication:797943
DOI10.1016/0047-259X(84)90048-4zbMath0546.62055MaRDI QIDQ797943
Publication date: 1984
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
law of the iterated logarithm; invariance principle; score function; confidence sequences; representation of M-estimators
62F25: Parametric tolerance and confidence regions
60F05: Central limit and other weak theorems
60F15: Strong limit theorems
60G40: Stopping times; optimal stopping problems; gambling theory
62L12: Sequential estimation
Related Items
Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves, Asymptotic deviations between perturbed empirical and quantile processes, Last passage times of minimum contrast estimators
Cites Work
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- Parameter estimation in smooth empirical processes
- The oscillation behavior of empirical processes
- On confidence sequences
- On the measurability and consistency of minimum contrast estimates
- Moments of Randomly Stopped Sums
- Robust Estimation of a Location Parameter
- On a Stopping Rule and the Central Limit Theorem