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https://hdl.handle.net/10419/22252
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Knight, Keith | en |
dc.date.accessioned | 2009-01-29T14:55:08Z | - |
dc.date.available | 2009-01-29T14:55:08Z | - |
dc.date.issued | 2003 | - |
dc.identifier.pi | urn:nbn:de:kobv:11-10050491 | en |
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 |
dc.language.iso | eng | en |
dc.publisher | |aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlin | en |
dc.relation.ispartofseries | |aSFB 373 Discussion Paper |x2003,37 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | constrained optimization | en |
dc.subject.keyword | epi-convergence | en |
dc.subject.keyword | linear programming estimator | en |
dc.subject.keyword | M-estimator | en |
dc.subject.keyword | point processes | en |
dc.subject.stw | Schätztheorie | en |
dc.subject.stw | Mathematische Optimierung | en |
dc.subject.stw | Theorie | en |
dc.title | Asymptotic theory for M-estimators of boundaries | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 379167093 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:sfb373:200337 | en |
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