- Tytuł:
- Compact hypothesis and extremal set estimators
- Autorzy:
-
Mexia, João
Corte Real, Pedro - Powiązania:
- https://bibliotekanauki.pl/articles/729790.pdf
- Data publikacji:
- 2003
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
extremal estimators
set estimators
confidence ellipsoids
strong consistency
binary data - Opis:
- In extremal estimation theory the estimators are local or absolute extremes of functions defined on the cartesian product of the parameter by the sample space. Assuming that these functions converge uniformly, in a convenient stochastic way, to a limit function g, set estimators for the set ∇ of absolute maxima (minima) of g are obtained under the compactness assumption that ∇ is contained in a known compact U. A strongly consistent test is presented for this assumption. Moreover, when the true parameter value $\vec{β₀}^{k}$ is the sole point in ∇, strongly consistent pointwise estimators, ${ \^{\vec{βₙ}}^{k}: n ∈ ℕ }$ for $\vec{β₀}^{k}$ are derived and confidence ellipsoids for $\vec{β₀}^{k}$ centered at $\^{\vec{βₙ}}^{k}$ are obtained, as well as, strongly consistent tests. Lastly an application to binary data is presented.
- Źródło:
-
Discussiones Mathematicae Probability and Statistics; 2003, 23, 2; 103-121
1509-9423 - Pojawia się w:
- Discussiones Mathematicae Probability and Statistics
- Dostawca treści:
- Biblioteka Nauki
Artykuł