The theme of the research is the application of empirical process methodology to problems in statistics and econometrics. A multivariate location estimator to be studied, depends on the translate of a fixed disc that contains the largest empirical measure. The squared difference thus becomes the integral over two crescent-shaped regions. Several limit theorems will be proved, along with the graduate student Kim, to study the statistical properties of this estimator. The optimal center and the optimal radius of the disc in the estimator will be explored computationally. Different simulation methods will be studied for generation of the random functions used in the estimation. The major applications of the theory are in econometrics.

Agency
National Science Foundation (NSF)
Institute
Division of Mathematical Sciences (DMS)
Application #
8806900
Program Officer
Peter Arzberger
Project Start
Project End
Budget Start
1988-07-15
Budget End
1991-06-30
Support Year
Fiscal Year
1988
Total Cost
$68,947
Indirect Cost
Name
Yale University
Department
Type
DUNS #
City
New Haven
State
CT
Country
United States
Zip Code
06520