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Humboldt-Universität Berlin >
Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes, Humboldt-Universität Berlin >
Discussion Papers, SFB 373, HU Berlin >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/22252
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Knight, Keith | | en_US |
| dc.date.accessioned | | 2009-01-29T14:55:08Z | | - |
| dc.date.available | | 2009-01-29T14:55:08Z | | - |
| dc.date.issued | | 2003 | | en_US |
| dc.identifier.pi | | urn:nbn:de:kobv:11-10050491 | | - |
| dc.identifier.uri | | http://hdl.handle.net/10419/22252 | | - |
| dc.description.abstract | | We consider some asymptotic distribution theory for M-estimators of the parameters of a linear model whose errors are non-negative; these estimators are the solutions of constrained optimization problems and their asymptotic theory is non-standard. Under weak conditions on the distribution of the errors and on the design, we show that a large class of estimators have the same asymptotic distributions in the case of i.i.d. errors; however, this invariance does not hold under non-i.i.d. errors. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | | | en_US |
| dc.relation.ispartofseries | | Discussion papers of interdisciplinary research project 373 2003,37 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | constrained optimization | | en_US |
| dc.subject.keyword | | epi-convergence | | en_US |
| dc.subject.keyword | | linear programming estimator | | en_US |
| dc.subject.keyword | | M-estimator | | en_US |
| dc.subject.keyword | | point processes | | en_US |
| dc.subject.stw | | Schätztheorie | | en_US |
| dc.subject.stw | | Mathematische Optimierung | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Asymptotic theory for M-estimators of boundaries | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 379167093 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| dc.identifier.repec | | RePEc:zbw:sfb373:200337 | | - |
| Appears in Collections: | | Discussion Papers, SFB 373, HU Berlin
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