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On the asymptotics of constrained local \(M\)-estimators. - MaRDI portal

On the asymptotics of constrained local \(M\)-estimators. (Q1848809)

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scientific article; zbMATH DE number 1828970
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English
On the asymptotics of constrained local \(M\)-estimators.
scientific article; zbMATH DE number 1828970

    Statements

    On the asymptotics of constrained local \(M\)-estimators. (English)
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    14 November 2002
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    Maximum likelihood
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    constrained \(M\)-estimation
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    asymptotic distribution
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    tangent cones
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    Clarke regularity
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    prox-regularity
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    metric projection
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