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Minimizing Quasiconvex Objective Functions
In this paper, we extend the results of Hjort and Pollard (2011) for random quasiconvex criterion functions. That is to say, for quasiconvex objective functions, we can relax the usual assumption of compactness of the parameter space. In addition, for quasiconvex objective functions, we can derive the limit distribution as argmins of the limit objective function without first establishing the root-n consistency of the estimator.
Date:
26 April 2024, 14:15
Venue:
Manor Road Building, Manor Road OX1 3UQ
Venue Details:
Seminar Room C or https://zoom.us/j/93054414699?pwd=YnpYaDhncCtWdGN0MUdJQ1NmRTlGZz09
Speaker:
Neslihan Sakarya (University of Essex)
Organising department:
Department of Economics
Part of:
Nuffield Econometrics Seminar
Booking required?:
Not required
Audience:
Members of the University only
Editor:
Edward Valenzano
