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- W4239014076 abstract "This chapter presents the study of asymptotic convergence, and especially in the case when asymptotically there can be multiple roots to one's estimation equations. Since the examples include both non-robust and robust estimators, classical and modern scenarios, the chapter incorporates the discussion under the guise of conditions, assuming continuously differentiable psi functions, and also introduces two theorems from Clarke et al. which elucidate the asymptotics. The estimator is defined through not only the roots of the estimating equations but also by a “selection functional” used to choose the “consistent” root. Classical estimators such as the solutions of the method of moments equations are usually chosen to minimize some goodness of fit statistic in order to select a root in the event of multiple roots. A Cramér–von Mises statistic can be used as a goodness-of-fit statistic, for instance." @default.
- W4239014076 created "2022-05-12" @default.
- W4239014076 date "2018-06-15" @default.
- W4239014076 modified "2023-10-12" @default.
- W4239014076 title "MULTIPLE ROOTS" @default.
- W4239014076 doi "https://doi.org/10.1002/9781118669471.ch4" @default.
- W4239014076 hasPublicationYear "2018" @default.
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