Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/22252 
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dc.contributor.authorKnight, Keithen
dc.date.accessioned2009-01-29T14:55:08Z-
dc.date.available2009-01-29T14:55:08Z-
dc.date.issued2003-
dc.identifier.piurn:nbn:de:kobv:11-10050491en
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
dc.language.isoengen
dc.publisher|aHumboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |cBerlinen
dc.relation.ispartofseries|aSFB 373 Discussion Paper |x2003,37en
dc.subject.ddc330en
dc.subject.keywordconstrained optimizationen
dc.subject.keywordepi-convergenceen
dc.subject.keywordlinear programming estimatoren
dc.subject.keywordM-estimatoren
dc.subject.keywordpoint processesen
dc.subject.stwSchätztheorieen
dc.subject.stwMathematische Optimierungen
dc.subject.stwTheorieen
dc.titleAsymptotic theory for M-estimators of boundaries-
dc.typeWorking Paperen
dc.identifier.ppn379167093en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:sfb373:200337en

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