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Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems

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  • Petr Lachout
  • Eckhard Liebscher
  • Silvia Vogel

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  • Petr Lachout & Eckhard Liebscher & Silvia Vogel, 2005. "Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 291-313, June.
    • Handle: RePEc:spr:aistmt:v:57:y:2005:i:2:p:291-313
    DOI: 10.1007/BF02507027
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    References listed on IDEAS

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    1. Alan J. King & R. Tyrrell Rockafellar, 1993. "Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 148-162, February.
    2. Friedrich Liese & Igor Vajda, 1995. "Necessary and sufficient conditions for consistency of generalizedM-estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 291-324, December.
    3. J. Pfanzagl, 1969. "On the measurability and consistency of minimum contrast estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 14(1), pages 249-272, December.
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