Proximal Statistic: Asymptotic Normality

David Pacini*

*Corresponding author for this work

Research output: Contribution to journalArticle (Academic Journal)peer-review

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This note introduces an asymptotically normal statistic for the value function of a convex stochastic minimization program, which may have more than one minimizer. The statistic uses a recursive estimator, based on the proximal algorithm, of one of the minimizers.
Original languageEnglish
Article number108896
Number of pages4
JournalStatistics and Probability Letters
Early online date7 Aug 2020
Publication statusPublished - 1 Dec 2020


  • Set Identification
  • Proximal Algorithm


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