@techreport{Knight2003Asymptotic,
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.},
author = {Keith Knight},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; constrained optimization; epi-convergence; linear programming estimator; M-estimator; point processes; Sch\"{a}tztheorie; Mathematische Optimierung; Theorie},
language = {eng},
note = {urn:nbn:de:kobv:11-10050491},
number = {2003,37},
title = {Asymptotic theory for M-estimators of boundaries},
type = {Discussion papers of interdisciplinary research project 373},
url = {http://hdl.handle.net/10419/22252},
year = {2003}
}