Rate of convergence of k-step Newton estimators to efficient likelihood estimators
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Publication:2643050
DOI10.1016/J.SPL.2007.03.023zbMATH Open1331.62108OpenAlexW2062930585MaRDI QIDQ2643050FDOQ2643050
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
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- 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
- Conditions of Asymptotic Normality of One-Step M-Estimators
Cites Work
- Title not available (Why is that?)
- Testing Statistical Hypotheses
- Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
- Title not available (Why is that?)
- Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
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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