A continuous mapping theorem for the smallest argmax functional
Statistics Theory
2011-05-09 v1 Statistics Theory
Abstract
This paper introduces a version of the argmax continuous mapping theorem that applies to M-estimation problems in which the objective functions converge to a limiting process with multiple maximizers. The concept of the smallest maximizer of a function in the d-dimensional Skorohod space is introduced and its main properties are studied. The resulting continuous mapping theorem is applied to three problems arising in change-point regression analysis. Some of the results proved in connection to the d-dimensional Skorohod space are also of independent interest.
Keywords
Cite
@article{arxiv.1105.1320,
title = {A continuous mapping theorem for the smallest argmax functional},
author = {Emilio Seijo and Bodhisattva Sen},
journal= {arXiv preprint arXiv:1105.1320},
year = {2011}
}