Parameter estimation in smooth empirical processes |
| |
Affiliation: | Mathematical Institute, University of Giessen, Arndtstrasse 2, D-6300 Giessen, FR Germany |
| |
Abstract: | In this paper we derive almost sure representation theorems and limit distribution results for the solution of a general parametric equation of integral type evaluated at the empirical distribution function. In particular, these are applied to R-, L- and (scale invariant) M-estimates as well as CvM minimum distance estimates. Also some new types of estimates (of location) are proposed. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|