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M- and R-estimates minimum distance estimates Riesz derivatives a.s. representations limit distributions 1 empirical processes random equation L- 1
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Stute, Winfried 1
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Stochastic Processes and their Applications 1
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Parameter estimation in smooth empirical processes
Stute, Winfried - In: Stochastic Processes and their Applications 22 (1986) 2, pp. 223-244
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...
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