Geodesic
Least empirical risk procedures in statistical inference
Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 55-67

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We consider the empirical risk function $Q_n(α)={1\over n} \sum_{i=1}^n \cdot f(α,Z_i)$ (for iid $Z_i$'s) under the assumption that f(α,z) is convex with respect to α. Asymptotics of the minimum of $Q_n(α)$ is investigated. Tests for linear hypotheses are derived. Our results generalize some of those concerning LAD estimators and related tests.
DOI : 10.4064/am-22-1-55-67
Keywords: least distances, convex minimization, tests of significance, least absolute deviations, asymptotics

Wojciech Niemiro 1

1 
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Wojciech Niemiro. Least empirical risk procedures in statistical inference. Applicationes Mathematicae, Tome 22 (1993) no. 1, pp. 55-67. doi: 10.4064/am-22-1-55-67

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