On the strong consistency of asymptotic \(M\)-estimators

DOI10.1016/j.jspi.2006.09.027zbMath1331.62113arXivmath/0507102OpenAlexW2021131718MaRDI QIDQ2643274

Djalil Chafaï, Didier Concordet

Publication date: 23 August 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0507102

zbMATH Keywords

maximum likelihoodnonparametric estimationmixture modelsparametric estimationconsistent estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples, The strong consistency of \(M\) estimator in linear models based on widely orthant dependent errors, On nonparametric maximum likelihood for a class of stochastic inverse problems, A note on the strong consistency of a constrained maximum likelihood estimator used in crash data modeling, The Strong Consistency ofMEstimator in a Linear Model for Negatively Dependent Random Samples

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