This paper discusses the consistency in the strong sense and essential uniqueness of M -estimation for dependent random variables. The hypotheses are based on the function deΓΏning implicitly the M -estimation as well as on its ΓΏrst derivative and its Hessian matrix. No explicit hypotheses on the ran
β¦ LIBER β¦
Estimates of parameters of dependent random variables
β Scribed by L. V. Volokh
- Publisher
- Springer US
- Year
- 1999
- Tongue
- English
- Weight
- 505 KB
- Volume
- 35
- Category
- Article
- ISSN
- 1573-8337
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