Multiple roots of estimating functions

DOI10.2307/3316114MaRDI QIDQ4944647zbMATH OpenOpenAlexFDO

Authors Christopher G. Small, Zejiang Yang

Publication date 21 August 2000

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/60105b84f25ea7bfbfe4b1be52b224d83cb43205

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10)

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Cites work

• Asymptotic number of roots of Cauchy location likelihood equations
• Choosing the window width when estimating a density
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 4028648 (Why is no real title available?)
• Maximum Likelihood: An Introduction
• On the density of minimum contrast estimators

Cited in

(11)

• A unified theory of confidence regions and testing for high-dimensional estimating equations
• Asymptotic normality of one-step M-estimators based on non-identically distributed observations
• Closed formula for univariate subresultants in multiple roots
• Toward the notion of intrinsically linear models in nonlinear regression
• Subresultants in multiple roots: an extremal case
• scientific article; zbMATH DE number 32963 (Why is no real title available?)
• Miscellanea. Multiple roots in general estimating equations
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• Constructing explicit estimators in nonlinear regression problems
• Asymptotic properties of one-step \(M\)-estimators
• Pseudo-empirical Bayes estimation of small area means based on James-Stein estimation in linear regression models with functional measurement error

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