Rate of convergence of k-step Newton estimators to efficient likelihood estimators

DOI10.1016/J.SPL.2007.03.023MaRDI QIDQ2643050zbMATH OpenOpenAlexFDO

Authors 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 differentiabilityWald and Rao testsCramér conditions

Mathematics Subject Classification ID

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

Recommendations

• EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
• On the convergence of Newton's method when estimating higher dimensional parameters
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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Testing Statistical Hypotheses

Cited in

(6)

• Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
• On Existence of Explicit Asymptotically Normal Estimators in Nonlinear Regression Problems
• Asymptotic properties of one-step \(M\)-estimators
• Conditions of Asymptotic Normality of One-Step M-Estimators
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• On the convergence of Newton's method when estimating higher dimensional parameters

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