Details

Autor(en) / Beteiligte

• Ferger, D.

Titel

Minimum distance estimation in normed linear spaces with Donsker-classes

Ist Teil von

• Mathematical methods of statistics, 2010-09, Vol.19 (3), p.246-266

Ort / Verlag

Heidelberg: Allerton Press, Inc

Erscheinungsjahr

2010

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• We consider minimum distance estimators where the discrepancy function is defined in terms of a supremum-norm based on a Donsker-class of functions. If the parameter set is contained in a normed linear space we prove a Portmanteau-type theorem. Here, the limit in general is not a probability measure, but an outer measure given by the hitting family of the set of all minimizing points of a certain stochastic process. In case there is exactly one minimizer one obtains traditional weak convergence.