Analysis of the forward search using some new results for martingales and empirical processes
From MaRDI portal
Publication:265297
DOI10.3150/14-BEJ689zbMath1388.62206arXiv1602.00886MaRDI QIDQ265297
Søren Glud Johansen, Bent Nielsen
Publication date: 1 April 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.00886
forward searchfixed point resultiterated exponential martingale inequalityquantile processweighted and marked empirical process
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
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