Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
From MaRDI portal
Publication:1070697
Recommendations
- Rate of convergence of nonparametric estimates of maximum-likelihood type
- scientific article; zbMATH DE number 29664
- Publication:4891985
- Convergence rates for a class of estimators based on Stein's method
- Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination
- Rates of convergence for the maximum likelihood estimator in mixture models
- scientific article; zbMATH DE number 27020
Cited in
(22)- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND
- Simple and accurate one-sided inference based on a class of \(M\)-estimators
- Sequential interval estimation based on generalized M-statistics with piecewise-smooth influence curves
- scientific article; zbMATH DE number 2051098 (Why is no real title available?)
- On Existence of Explicit Asymptotically Normal Estimators in Nonlinear Regression Problems
- Asymptotic properties of one-step \(M\)-estimators
- Asymptotic representation of m-estimators and rate of convergence of one-step m-estimators for parametric models with shrinking contamination
- On Monte Carlo methods for estimating ratios of normalizing constants
- Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
- The asymptotics for studentized K-Step M-Estimators of location
- One-step \(M\)-estimators: Jones and Faddy's skewed \(t\)-distribution
- Asymptotics for one-step m-estimators in regression with application to combining efficiency and high breakdown point
- Rate of convergence of \(k\)-step Newton estimators to efficient likelihood estimators
- Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
- Asymptotic relation of M-and P-estimators of location
- Characterization of distributions in invariant models
- Asymptotic representation of L-estimators and their relations to M-estimators
- Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
- Conditions of Asymptotic Normality of One-Step M-Estimators
- Efficient closed-form estimation of large spatial autoregressions
- Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
- Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution
This page was built for publication: Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1070697)
