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dc.contributor.authorKnight, Keithen_US
dc.date.accessioned2009-01-29T14:55:08Z-
dc.date.available2009-01-29T14:55:08Z-
dc.date.issued2003en_US
dc.identifier.piurn:nbn:de:kobv:11-10050491-
dc.identifier.urihttp://hdl.handle.net/10419/22252-
dc.description.abstractWe 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.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesDiscussion papers of interdisciplinary research project 373 2003,37en_US
dc.subject.ddc330en_US
dc.subject.keywordconstrained optimizationen_US
dc.subject.keywordepi-convergenceen_US
dc.subject.keywordlinear programming estimatoren_US
dc.subject.keywordM-estimatoren_US
dc.subject.keywordpoint processesen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwMathematische Optimierungen_US
dc.subject.stwTheorieen_US
dc.titleAsymptotic theory for M-estimators of boundariesen_US
dc.typeWorking Paperen_US
dc.identifier.ppn379167093en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb373:200337-
Appears in Collections:Discussion Papers, SFB 373, HU Berlin

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