Rate of convergence of \(k\)-step Newton estimators to efficient likelihood estimators

DOI10.1016/j.spl.2007.03.023zbMath1331.62108OpenAlexW2062930585MaRDI QIDQ2643050

Steve Verrill

Publication date: 23 August 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.03.023

zbMATH Keywords

asymptoticslikelihood ratioquadratic mean differentiabilityCramér conditionsWald and Rao tests

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point estimation (62F10)

Related Items (5)

On Existence of Explicit Asymptotically Normal Estimators in Nonlinear Regression Problems ⋮ Conditions of Asymptotic Normality of One-Step M-Estimators ⋮ Asymptotic properties of one-step M-estimators ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ Refinement of Fisher's One-Step Estimators in the Case of Slowly Converging Initial Estimators

Cites Work

• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
• Testing Statistical Hypotheses
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