On the asymptotics of constrained \(M\)-estimation
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Publication:1896248
DOI10.1214/aos/1176325768zbMath0829.62029OpenAlexW2055006281MaRDI QIDQ1896248
Publication date: 24 January 1996
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325768
maximum likelihood estimationprojectioncentral limit theoremconstrainttangent coneClarke regularitynormal random vectorChernoff regularityglobal optimizerslocal optimizersM- estimate
Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Asymptotic properties of parametric tests (62F05) Existence of optimal solutions to problems involving randomness (49J55)
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