Extremum estimator definition

Search

Extremum estimator

Extremum estimator logo #21000 The requirement for Θ to be compact can be replaced with a weaker assumption that the maximum of Q0 was well-separated, that is there should not exist any points θ that are distant from θ0 but such that Q0(θ) were close to Q0(θ0). Formally, it means that for any sequence {θi} such that Q0(θi) → Q0(θ0), it should be true that θi → θ0....
Found on http://en.wikipedia.org/wiki/Extremum_estimator
No exact match found.