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- Publisher Website: 10.1016/j.jkss.2012.02.004
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Article: General M-estimation and its bootstrap
Title | General M-estimation and its bootstrap |
---|---|
Authors | |
Keywords | Gaussian Process M -Estimation M Out Of N Bootstrap |
Issue Date | 2012 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/inca/713925 |
Citation | Journal Of The Korean Statistical Society, 2012, v. 41 n. 4, p. 471-490 How to Cite? |
Abstract | In M-estimation problems involving estimands in Banach spaces, the M-estimators, when appropriately centred and normed, are shown to converge weakly to maximizers of Gaussian processes under rather general conditions. The conventional bootstrap method fails in general to consistently estimate the limit law. We show that the m out of n bootstrap, on the other hand, is weakly consistent under conditions similar to those required for weak convergence of the M-estimators. Strong consistency is also proved under more stringent conditions. Examples of applications are given to illustrate the generality of our results. © 2012 The Korean Statistical Society. |
Persistent Identifier | http://hdl.handle.net/10722/172492 |
ISSN | 2023 Impact Factor: 0.6 2023 SCImago Journal Rankings: 0.423 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, SMS | en_US |
dc.date.accessioned | 2012-10-30T06:22:47Z | - |
dc.date.available | 2012-10-30T06:22:47Z | - |
dc.date.issued | 2012 | en_US |
dc.identifier.citation | Journal Of The Korean Statistical Society, 2012, v. 41 n. 4, p. 471-490 | en_US |
dc.identifier.issn | 1226-3192 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/172492 | - |
dc.description.abstract | In M-estimation problems involving estimands in Banach spaces, the M-estimators, when appropriately centred and normed, are shown to converge weakly to maximizers of Gaussian processes under rather general conditions. The conventional bootstrap method fails in general to consistently estimate the limit law. We show that the m out of n bootstrap, on the other hand, is weakly consistent under conditions similar to those required for weak convergence of the M-estimators. Strong consistency is also proved under more stringent conditions. Examples of applications are given to illustrate the generality of our results. © 2012 The Korean Statistical Society. | en_US |
dc.language | eng | en_US |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/inca/713925 | en_US |
dc.relation.ispartof | Journal of the Korean Statistical Society | en_US |
dc.subject | Gaussian Process | en_US |
dc.subject | M -Estimation | en_US |
dc.subject | M Out Of N Bootstrap | en_US |
dc.title | General M-estimation and its bootstrap | en_US |
dc.type | Article | en_US |
dc.identifier.email | Lee, SMS: smslee@hku.hk | en_US |
dc.identifier.authority | Lee, SMS=rp00726 | en_US |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.doi | 10.1016/j.jkss.2012.02.004 | en_US |
dc.identifier.scopus | eid_2-s2.0-84867646452 | en_US |
dc.identifier.hkuros | 210025 | - |
dc.identifier.isi | WOS:000310942600006 | - |
dc.publisher.place | Netherlands | en_US |
dc.identifier.scopusauthorid | Lee, SMS=24280225500 | en_US |
dc.identifier.issnl | 1226-3192 | - |