Asymptotic Properties of Statistical Estimators in Stochastic Programming
نویسندگان
چکیده
منابع مشابه
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
New techniques of local sensitivity analysis for nonsmooth generalized equations are applied to the study of sequences of statistical estimates and empirical approximations to solutions of stochastic programs. Consistency is shown to follow from a certain local invertibility property, and asymptotic distributions are derived from a generalized implicit function theorem that characterizes asympt...
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Division of Epidemiology and Biostatistics, Uniformed Service University of the Health Sciences, Bethesda, MD 20814; (e-mail: [email protected]) 2 School of Computer Science, Telecommunications and Information Systems, DePaul University, Chicago, IL 60604; (e-mail: [email protected]) 3 Department of Computer Science, The George Washington University, Washington, DC 20052; (e-mail: [email protected]...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1989
ISSN: 0090-5364
DOI: 10.1214/aos/1176347146