M-Estimation for dependent random variables

This paper discusses the consistency in the strong sense and essential uniqueness of M-estimation for dependent random variables. The hypotheses are based on the function defining implicitly the M-estimation as well as on its first derivative and its Hessian matrix. No explicit hypotheses on the random variables are necessary for consistency and uniqueness, thus the framework holds for any stochastic process.

MoreLess

Year of publication:	2002
Authors:	Furrer, Reinhard
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 57.2002, 4, p. 337-341
Publisher:	Elsevier
Subject:	M-estimator Consistency Dependent data

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254757