Projection Estimates of Constrained Functional Parameters

A. Fils-Villetard, A. Guillou, J. Segers

Research output: Working paperDiscussion paperOther research output

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Abstract

AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages37
Volume2005-111
Publication statusPublished - 2005

Publication series

NameCentER Discussion Paper
Volume2005-111

Fingerprint

accelerator mass spectrometry
parameter

Keywords

  • estimation
  • convex function
  • extreme value copula
  • Pickands dependence function
  • projection
  • shape constraint
  • support function
  • tangent cone

Cite this

Fils-Villetard, A., Guillou, A., & Segers, J. (2005). Projection Estimates of Constrained Functional Parameters. (CentER Discussion Paper; Vol. 2005-111). Tilburg: Econometrics.
Fils-Villetard, A. ; Guillou, A. ; Segers, J. / Projection Estimates of Constrained Functional Parameters. Tilburg : Econometrics, 2005. (CentER Discussion Paper).
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title = "Projection Estimates of Constrained Functional Parameters",
abstract = "AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;",
keywords = "estimation, convex function, extreme value copula, Pickands dependence function, projection, shape constraint, support function, tangent cone",
author = "A. Fils-Villetard and A. Guillou and J. Segers",
note = "Subsequently published in Canadian Journal of Statistics, 2008 (rt) Pagination: 37",
year = "2005",
language = "English",
volume = "2005-111",
series = "CentER Discussion Paper",
publisher = "Econometrics",
type = "WorkingPaper",
institution = "Econometrics",

}

Fils-Villetard, A, Guillou, A & Segers, J 2005 'Projection Estimates of Constrained Functional Parameters' CentER Discussion Paper, vol. 2005-111, Econometrics, Tilburg.

Projection Estimates of Constrained Functional Parameters. / Fils-Villetard, A.; Guillou, A.; Segers, J.

Tilburg : Econometrics, 2005. (CentER Discussion Paper; Vol. 2005-111).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Projection Estimates of Constrained Functional Parameters

AU - Fils-Villetard, A.

AU - Guillou, A.

AU - Segers, J.

N1 - Subsequently published in Canadian Journal of Statistics, 2008 (rt) Pagination: 37

PY - 2005

Y1 - 2005

N2 - AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;

AB - AMS classifications: 62G05; 62G07; 62G08; 62G20; 62G32;

KW - estimation

KW - convex function

KW - extreme value copula

KW - Pickands dependence function

KW - projection

KW - shape constraint

KW - support function

KW - tangent cone

M3 - Discussion paper

VL - 2005-111

T3 - CentER Discussion Paper

BT - Projection Estimates of Constrained Functional Parameters

PB - Econometrics

CY - Tilburg

ER -

Fils-Villetard A, Guillou A, Segers J. Projection Estimates of Constrained Functional Parameters. Tilburg: Econometrics. 2005. (CentER Discussion Paper).