Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
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Publication:1070697
DOI10.1214/aos/1176349666zbMath0585.62057OpenAlexW2050213751MaRDI QIDQ1070697
Noël Veraverbeke, Jana Jureckova, Paul Janssen
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349666
maximum likelihood estimationone-step versionsecond-order efficiencygeneral M-estimatorPitman estimator of locationsecond-order asymptotic linearitytwo-step version
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