Asymptotic theory for M-estimators of boundaries
dc.contributor.author | Knight, Keith | |
dc.date.accessioned | 2017-06-15T21:36:50Z | |
dc.date.available | 2017-06-15T21:36:50Z | |
dc.date.created | 2005-10-17 | |
dc.date.issued | 2005-10-17 | |
dc.identifier.issn | 1436-1086 | |
dc.identifier.uri | http://edoc.hu-berlin.de/18452/4281 | |
dc.description.abstract | We consider some asymptotic distribution theory for M-estimators of the parameters of a linear model whose errors are non-negative; these estimators are the solutions of constrained optimization problems and their asymptotic theory is non-standard. Under weak conditions on the distribution of the errors and on the design, we show that a large class of estimators have the same asymptotic distributions in the case of i.i.d. errors; however, this invariance does not hold under non-i.i.d. errors. | eng |
dc.language.iso | eng | |
dc.publisher | Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät | |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | |
dc.subject | M-estimator | eng |
dc.subject | constrained optimization | eng |
dc.subject | epi-convergence | eng |
dc.subject | linear programming estimator | eng |
dc.subject | point processes | eng |
dc.subject.ddc | 330 Wirtschaft | |
dc.title | Asymptotic theory for M-estimators of boundaries | |
dc.type | book | |
dc.identifier.urn | urn:nbn:de:kobv:11-10050491 | |
dc.identifier.doi | http://dx.doi.org/10.18452/3629 | |
local.edoc.container-title | Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes | |
local.edoc.pages | 20 | |
local.edoc.type-name | Buch | |
local.edoc.container-type | series | |
local.edoc.container-type-name | Schriftenreihe | |
local.edoc.container-volume | 2003 | |
local.edoc.container-issue | 37 | |
local.edoc.container-year | 2003 | |
local.edoc.container-erstkatid | 2135319-0 |