On a class of stopping times for M-estimators

DOI10.1016/0047-259X(84)90048-4zbMath0546.62055MaRDI QIDQ797943

Winfried Stute

Publication date: 1984

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

law of the iterated logarithminvariance principlescore functionconfidence sequencesrepresentation of M-estimators

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items (4)

Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves ⋮ Last passage times of minimum contrast estimators ⋮ Asymptotic deviations between perturbed empirical and quantile processes ⋮ Nearest neighbor forecasting using sparse data representation

Cites Work

• Unnamed Item
• Parameter estimation in smooth empirical processes
• The oscillation behavior of empirical processes
• On confidence sequences
• On the measurability and consistency of minimum contrast estimates
• Moments of Randomly Stopped Sums
• Robust Estimation of a Location Parameter
• On a Stopping Rule and the Central Limit Theorem

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