Journal article
The selection functional
Probability Theory and Mathematical Statistics, Vol.11(Fasc.2), pp.149-156
1991
Abstract
The paper illustrates a solution of the problem of choosing a root from estimating equations which have multiple roots. This solution is applicable also to multivariate parameter estimation. In the univariate parameter case, the consistency of the M -estimator is illustrated in a way which shows how other estimation methods can easily invoke the same technique. Multivariate parameter extensions are then indicated.
Details
- Title
- The selection functional
- Authors/Creators
- B.R. Clarke (Author/Creator)
- Publication Details
- Probability Theory and Mathematical Statistics, Vol.11(Fasc.2), pp.149-156
- Publisher
- Kazimierz Urbanik Center for Probability and Mathematical Statistics
- Identifiers
- 991005540782707891
- Murdoch Affiliation
- School of Chemical and Mathematical Science
- Language
- English
- Resource Type
- Journal article
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