Parameter estimation in smooth empirical processes

Winfried Stute

Stochastic Processes and their Applications, 1986, vol. 22, issue 2, 223-244

Abstract: 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.

Keywords: empirical processes random equation L-; M- and R-estimates minimum distance estimates Riesz derivatives a.s. representations limit distributions (search for similar items in EconPapers)
Date: 1986
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