Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators (Q1070697)
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English | Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators |
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Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators (English)
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1985
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second-order asymptotic linearity
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one-step version
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two-step version
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general M-estimator
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maximum likelihood estimation
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second-order efficiency
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Pitman estimator of location
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