Asymptotics of estimating equations under natural conditions.
From MaRDI portal
Publication:1264523
DOI10.1006/jmva.1997.1731zbMath1126.62329MaRDI QIDQ1264523
Ke-Hai Yuan, Robert I. Jennrich
Publication date: 29 September 1998
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1997.1731
asymptotic normality; robust estimation; iteratively reweighted least squares; multivariate data; Consistent solution; nonidentically distributed data, maximum likelihood
62F12: Asymptotic properties of parametric estimators
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