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The selection functional

Clarke, B.R. (1991) The selection functional. Probability Theory and Mathematical Statistics, 11 (Fasc.2). pp. 149-156.

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    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.

    Publication Type: Journal Article
    Murdoch Affiliation: School of Chemical and Mathematical Science
    Publisher: Kazimierz Urbanik Center for Probability and Mathematical Statistics
    URI: http://researchrepository.murdoch.edu.au/id/eprint/4804
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