Asymptotics of estimating equations under natural conditions.

DOI10.1006/jmva.1997.1731zbMath1126.62329OpenAlexW1999292989MaRDI QIDQ1264523

Robert I. Jennrich, Ke-Hai Yuan

Publication date: 29 September 1998

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1731

zbMATH Keywords

asymptotic normalityrobust estimationiteratively reweighted least squaresmultivariate dataConsistent solutionnonidentically distributed data, maximum likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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