An approximation for analyzing a broad class of implicitly and explicitly defined estimators

DOI10.1080/03610928608829344zbMath0626.62027OpenAlexW2026982936MaRDI QIDQ3030006

James C. Spall

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829344

zbMATH Keywords

influence functionmaximum likelihood estimatesTaylor expansionimplicit function theoremM-estimatesbias approximationvariance approximationleast square estimatesdata sensitivitysmall and large sample properties

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (2)

First-order data sensitivity measures with applications to a multivariate signal-plus-noise problem ⋮ Effect of imprecisely known nuisance parameters on estimates of primary parameters

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