Epi-consistency in restricted regression models. The case of general convex fitting function

DOI10.1016/0167-9473(92)90057-MzbMath0937.62568MaRDI QIDQ2563613

Jitka Dupačová

Publication date: 31 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

consistencyrobust regressionrestricted estimationmisspecified model\(k\)-sample problemditonic regressionepi-consistencyumbrella hypothesis

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (1)

Estimating density functions: a constrained maximum likelihood approach^*

Cites Work

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• Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Law of Large Numbers for Random Sets and Allocation Processes
• Epi‐consistency of convex stochastic programs
• On the Convergence of Closed-Valued Measurables Multifunctions
• Tests for Patterned Alternatives in k-Sample Problems
• Robust Statistics

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