A Convergence Result for a Class of Asymptotically Linear Estimators

DOI10.1080/03610926.2011.593286zbMath1319.62051OpenAlexW2083736794MaRDI QIDQ3167831

Michel Broniatowski, Mohamed Atlagh, Giorgio Celant

Publication date: 29 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.593286

zbMATH Keywords

adaptive estimationfunctional Glivenko-Cantelli theoremlast exit timerstrongly consistent estimation

Mathematics Subject Classification ID

Point estimation (62F10) Functional limit theorems; invariance principles (60F17)

Cites Work

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• On asymptotically efficient estimation in semiparametric models
• Consistent estimation of the influence function of locally asymptotically linear estimators
• Asymptotic optimality of invariant sequential probability ratio tests
• On adaptive estimation
• On the last time and the number of times an estimator is more than \(\epsilon\) from its target value
• An efficient and robust adaptive estimator of location
• Last passage time for the empirical mean of some mixing processes
• Last passage times of minimum contrast estimators

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