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On the optimality of S-estimators

✍ Scribed by Ola Hössjer


Publisher
Elsevier Science
Year
1992
Tongue
English
Weight
524 KB
Volume
14
Category
Article
ISSN
0167-7152

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Optimality Properties of Empirical Estim
✍ P.E. Greenwood; W. Wefelmeyer 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 531 KB

A multivariate point process is a random jump measure in time and space. Its distribution is determined by the compensator of the jump measure. By an empirical estimator we understand a linear functional of the jump measure. We give conditions for a nonparametric version of local asymptotic normalit