law of iterated logarithms
Recently Published Documents

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Last passage times of minimum contrast estimators

Journal of the Australian Mathematical Society ◽

10.1017/s1446788700002676 ◽

2001 ◽

Vol 71 (1) ◽

pp. 1-10 ◽

Cited By ~ 4

Author(s):

Arup Bose ◽

Snigdhansu Chatterjee

Keyword(s):

Asymptotic Distribution ◽

Passage Time ◽

Criterion Function ◽

Type Representation ◽

Minimum Contrast ◽

Iterated Logarithms ◽

Last Passage Time ◽

Law Of Iterated Logarithms ◽

Vector Valued ◽

Passage Times

AbstractWe study the last passage time and its asymptotic distribution for minimum contrast estimators defined through the minimization of a convex criterion function based on U-functionals. This includes cases of non-smooth estimators for vector valued parameters. We also derive a Bahadur-type representation and the law of iterated logarithms for such estimators.

Download Full-text