Necessary and sufficient conditions for consistency of generalized \(M\)- estimates

DOI10.1007/BF01894328zbMath0834.62024OpenAlexW1968643838MaRDI QIDQ1902120

Igor Vajda, Friedrich Liese

Publication date: 9 April 1996

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176612

zbMATH Keywords

consistencylinear regressioninconsistencyapproximate \(M\)-estimatesminimum contrast estimatesstationary and ergodic observations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Theory of statistical experiments (62B15) Point estimation (62F10)

Related Items (7)

M-estimators for models with a mix of discrete and continuous parameters ⋮ On asymptotically optimal estimates for general observations ⋮ Change-Point Estimation as a Nonlinear Regression Problem ⋮ M-estimators of structural parameters in pseudolinear models. ⋮ Necessary and sufficient conditions for consistency of \(M\)-estimates in regression models with general errors ⋮ Unnamed Item ⋮ Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems

Cites Work

• Consistent estimators in nonlinear regression for a noncompact parameter space
• Concavity and estimation
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• Consistency of maximum likelihood and Bayes estimates
• Asymptotics for \(M\)-estimators defined by convex minimization
• A modified maximum likelihood test
• Consistency of \(M\)-estimates in general regression models
• On the measurability and consistency of minimum contrast estimates
• Zur Existenz von separablen stochastischen Prozessen
• Robust Statistics
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