On the asymptotics of constrained \(M\)-estimation (Q1896248)
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scientific article; zbMATH DE number 788296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotics of constrained \(M\)-estimation |
scientific article; zbMATH DE number 788296 |
Statements
On the asymptotics of constrained \(M\)-estimation (English)
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24 January 1996
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maximum likelihood estimation
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central limit theorem
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constraint
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M- estimate
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global optimizers
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Chernoff regularity
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local optimizers
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Clarke regularity
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projection
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normal random vector
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tangent cone
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