Conditions of Asymptotic Normality of One-Step M-Estimators

DOI10.1007/s10958-018-3730-3zbMath1413.62026OpenAlexW2793839080WikidataQ130194929 ScholiaQ130194929MaRDI QIDQ4558348

Yuliana Yu. Linke, Aleksandr Ivanovich Sakhanenko

Publication date: 21 November 2018

Published in: Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-018-3730-3

zbMATH Keywords

asymptotic normalityNewton methodmaximum likelihood estimator\(M\)-estimatorone-step \(M\)-estimatorpreliminary estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Asymptotic properties of one-step M-estimators ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression

Cites Work

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• Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
• On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Weak convergence and empirical processes. With applications to statistics
• Rate of convergence of \(k\)-step Newton estimators to efficient likelihood estimators
• Approximation Theorems of Mathematical Statistics
• Robust Estimation of a Location Parameter
• Robust Statistics

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