Last passage times of minimum contrast estimators

Arup Bose; Snigdhansu Chatterjee

doi:10.1017/s1446788700002676

Last passage times of minimum contrast estimators

Arup Bose, Snigdhansu Chatterjee

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

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	https://doi.org/10.1017/s1446788700002676
State	Published - Aug 2001

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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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Last passage times of minimum contrast estimators

Abstract

Bibliographical note

Keywords

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