On the asymptotics of \(Z\)-estimators indexed by the objective functions
From MaRDI portal
Publication:5965331
DOI10.1214/15-EJS1097zbMath1332.62082arXiv1509.04413OpenAlexW2291064922MaRDI QIDQ5965331
Publication date: 3 March 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.04413
Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Cites Work
- U-processes: Rates of convergence
- Asymptotics for argmin processes: convexity arguments
- Adapting for heteroscedasticity in linear models
- Robust estimation in heteroscedastic linear models
- Sharper bounds for Gaussian and empirical processes
- On the weak convergence of the empirical conditional copula under a simplifying assumption
- Rates of strong uniform consistency for multivariate kernel density estimators. (Vitesse de convergence uniforme presque sûre pour des estimateurs à noyaux de densités multivariées)
- Weak convergence and empirical processes. With applications to statistics
- Optimal transformation: a new approach for covering the central subspace
- Introduction to empirical processes and semiparametric inference
- Non-parametric Estimation of the Residual Distribution
- The Effect of Estimating Weights in Weighted Least Squares
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Sliced Inverse Regression for Dimension Reduction
- Asymptotic Statistics
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- The Asymptotic Variance of Semiparametric Estimators
- Efficiency. of infinite dimensional M‐ estimators
- Empirical processes indexed by estimated functions
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth