Open AccessConstrained estimation: Consistency and asymptotics
Author(s) -
Wets Roger J.B.
Publication year - 1991
Publication title -
applied stochastic models and data analysis
Language(s) - English
Resource type - Journals
eISSN - 1099-0747
pISSN - 8755-0024
DOI - 10.1002/asm.3150070104
Subject(s) - consistency (knowledge bases) , differentiable function , estimation , mathematics , strong consistency , mathematical optimization , asymptotic distribution , statistics , estimator , mathematical analysis , discrete mathematics , economics , management
We review some of the recent results obtained for constrained estimation, involving possibly non‐differentiable criterion functions. New tools are required to push consistency and asymptotic results beyond those that can be reached by classical means.
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