scientific article; zbMATH DE number 4026549

MaRDI QIDQ3768167zbMATH OpenFDO

Authors N. Lazrieva, T. A. Toronyadze

Publication date 1988

zbMATH Keywords

consistencyergodicity conditionsfunctional limit theorems for semi-martingalesgeneral scheme of statistical modelsjoint asymptotic normalityM-estimatormaximum likelihood estimators

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12)

Recommendations

• A general asymptotic theory of \(M\)-estimators. II
• scientific article; zbMATH DE number 868189
• Asymptotic properties of maximum likelihood estimators from dependent observations
• On the strong consistency of asymptotic M-estimators
• scientific article; zbMATH DE number 4201380

Cited in

(6)

• The dependence of uncorrelated statistics
• Maximum likelihood estimators on manifolds
• Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time
• On the strong consistency of asymptotic M-estimators
• A Central Limit Theorem for M‐estimators by the von Mises Method
• On the relationships between sum score based estimation and joint maximum likelihood estima\-tion

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3768167)