Consistency of MLE, LSE and M-estimation under mild conditions

DOI10.1007/S00362-017-0928-2zbMATH Open1437.62104OpenAlexW2727741286MaRDI QIDQ2175648FDOQ2175648

Authors: Jin Zhang 

Publication date: 29 April 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0928-2

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zbMATH Keywords

asymptoticsparameter estimationconsistent estimatoruniform convergencecriterion function

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

Cites Work

• Asymptotic Statistics
• Robust regression: Asymptotics, conjectures and Monte Carlo
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• Robust Estimation of a Location Parameter
• A distribution-free M-estimator of multivariate scatter
• Robust Statistics
• On the asymptotics of constrained \(M\)-estimation
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• Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
• Title not available (Why is that?)
• Robust inference for the stress-strength reliability
• Note on the Consistency of the Maximum Likelihood Estimate
• Asymptotic theory of nonlinear least squares estimation
• An Inconsistent Maximum Likelihood Estimate
• On the asymptotics of constrained local \(M\)-estimators.
• Asymptotic behavior of M-estimators for the linear model
• Strong consistency of least squares estimators in linear regression models
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
• Strong consistency of least squares estimates in normal linear regression
• Strong consistency of least squares estimates in multiple regression II

Cited In (5)

• Bootstrapping some GLM and survival regression variable selection estimators
• Conditions equivalent and doubly equivalent to consistency of approximate MLE's
• Bootstrapping multiple linear regression after variable selection
• Consistency of global LSE for MA(1) models
• Random weighting method for M-test in linear model with dependent errors

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