论文标题
表征m估计器
Characterizing M-estimators
论文作者
论文摘要
我们通过正式将预测评估的一致损失函数理论与M估计理论联系起来，来表征通用功能的半示例剂的完整类别。这种新颖的表征结果为有效和模棱两可的M估计性开辟了理论研究的可能性，并且更普遍地，它允许在估计理论中预测评估的文献中，利用现有的损失函数结果。
We characterize the full classes of M-estimators for semiparametric models of general functionals by formally connecting the theory of consistent loss functions from forecast evaluation with the theory of M-estimation. This novel characterization result opens up the possibility for theoretical research on efficient and equivariant M-estimation and, more generally, it allows to leverage existing results on loss functions known from the literature of forecast evaluation in estimation theory.
