Abstract
We 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.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1-10 |
| Number of pages | 10 |
| Journal | Journal of the Australian Mathematical Society |
| Volume | 71 |
| Issue number | 1 |
| DOIs | |
| State | Published - Aug 2001 |
Bibliographical note
Copyright:Copyright 2020 Elsevier B.V., All rights reserved.
Keywords
- Bahadur representation
- L median
- Last passage time
- Law of iterated logarithms
- Minimum contrast estimators
- Oja median
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