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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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|
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