Constrained estimation: Consistency and asymptotics

Roger J.‐B. Wets

Applied Stochastic Models and Data Analysis, 1991, vol. 7, issue 1, 17-32

Abstract: We review some of the recent results obtained for constrained estimation, involving possibly non‐differentiable criterion functions. New tools are required to push consistency and asymptotic results beyond those that can be reached by classical means.

Date: 1991
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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:7:y:1991:i:1:p:17-32

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