MINIMUM AVERAGE DISTANCE ESTIMATOR FOR A REGULAR MODEL

Authors
AUBRY C
Citation
C. Aubry, MINIMUM AVERAGE DISTANCE ESTIMATOR FOR A REGULAR MODEL, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 325(8), 1997, pp. 899-902
Citations number
5
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
325
Issue
8
Year of publication
1997
Pages
899 - 902
Database
ISI
SICI code
0764-4442(1997)325:8<899:MADEFA>2.0.ZU;2-7
Abstract
We consider a parametric statistical model in the regular case. We des cribe the asymptotic properties of a new type of minimum distance esti mators when we suppose that the parameter theta is an element of Theta subset of R-d is a random variable distributed according to a priori law like in the Bayesian case. We prove the consistency the asymptotic normality, and the convergence of the moments of such an estimator.