Constrained Estimation: Consistency and Asymptotics

Wets RJ-B (1990). Constrained Estimation: Consistency and Asymptotics. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-90-075

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Abstract

We review some of the recent results obtained for constrained estimation, involving possibly nondifferentiable criterion functions. New tools are required to push consistency and asymptotic results beyond those that can be reached by classical means.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:00
Last Modified: 19 Jul 2016 19:41
URI: http://pure.iiasa.ac.at/3380

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