Last passage times of minimum contrast estimators-Reference-Cited by-同舟云学术

Last passage times of minimum contrast estimators

Published:2001-08 Issue:1 Volume:71 Page:1-10
ISSN:1446-7887
Container-title:Journal of the Australian Mathematical Society
language:en
Short-container-title:J. Aust. Math. Soc.

Author:

Bose Arup,Chatterjee Snigdhansu

Abstract

AbstractWe study the last passage time and its asymptotic distribution for minimum contrast estimators defined through the minimization of a convex criterion function based on U-functionals. This includes cases of non-smooth estimators for vector valued parameters. We also derive a Bahadur-type representation and the law of iterated logarithms for such estimators.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

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