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2005-10-17Buch DOI: 10.18452/3629
Asymptotic theory for M-estimators of boundaries
dc.contributor.authorKnight, Keith
dc.date.accessioned2017-06-15T21:36:50Z
dc.date.available2017-06-15T21:36:50Z
dc.date.created2005-10-17
dc.date.issued2005-10-17
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4281
dc.description.abstractWe 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.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.subjectM-estimatoreng
dc.subjectconstrained optimizationeng
dc.subjectepi-convergenceeng
dc.subjectlinear programming estimatoreng
dc.subjectpoint processeseng
dc.subject.ddc330 Wirtschaft
dc.titleAsymptotic theory for M-estimators of boundaries
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10050491
dc.identifier.doihttp://dx.doi.org/10.18452/3629
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages20
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2003
local.edoc.container-issue37
local.edoc.container-year2003
local.edoc.container-erstkatid2135319-0

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