Parameter estimation in smooth empirical processes

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.

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Year of publication:	1986
Authors:	Stute, Winfried
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 22.1986, 2, p. 223-244
Publisher:	Elsevier
Subject:	empirical processes random equation L- \| M- and R-estimates minimum distance estimates Riesz derivatives a.s. representations limit distributions

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

Persistent link: https://www.econbiz.de/10008872806