The selection functional
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Tools
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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 |
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| 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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