Least empirical risk procedures in statistical inference

• Autorzy: Wojciech Niemiro
• Języki publikacji: EN

Abstrakty

EN

We consider the empirical risk function $Q_n(α)={1\over n} \sum_{i=1}^n \cdot f(α,Z_i)$ (for iid $Z_i$'s) under the assumption that f(α,z) is convex with respect to α. Asymptotics of the minimum of $Q_n(α)$ is investigated. Tests for linear hypotheses are derived. Our results generalize some of those concerning LAD estimators and related tests.

Słowa kluczowe

EN

least distances; convex minimization; tests of significance; least absolute deviations; asymptotics

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1993-1995
• Tom: 22
• Numer: 1
• Strony: 55-67

Daty

wydano

1993

otrzymano

1992-9-24

Twórcy

autor

Wojciech Niemiro

• Institute of Applied Mathematics, Department of Mathematics, University of Warsaw, Banacha 2, 02-097 Warszawa, Poland

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