Parameter estimation in smooth empirical processes

DOI10.1016/0304-4149(86)90003-7zbMath0612.62040OpenAlexW1978887517WikidataQ127216894 ScholiaQ127216894MaRDI QIDQ1088326

Winfried Stute

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90003-7

zbMATH Keywords

asymptotic normalityboundstightnessempirical processM-estimateslimit distributionsminimum distance estimatesL-estimatesoscillation modulusRiesz derivativesR-estimatesalmost sure representationBanach space approachgeneralized likelihood equationL-functions of integral typesequential fixed width confidence intervals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (4)

Minimum cramér-von mises distance methods for complete and grouped data ⋮ Minimum distance estimation in normed linear spaces with Donsker-classes ⋮ Asymptotic normality of generalized functional estimators dependent on covariables ⋮ On a class of stopping times for M-estimators

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