Conditions of Asymptotic Normality of One-Step M-Estimators

DOI10.1007/S10958-018-3730-3MaRDI QIDQ4558348zbMATH OpenOpenAlexWikidataFDO

Authors Yuliana Yu. Linke, A. I. Sakhanenko

Publication date 21 November 2018

Published in Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-018-3730-3

zbMATH Keywords

asymptotic normalitymaximum likelihood estimatorNewton methodone-step \(M\)-estimator\(M\)-estimatorpreliminary estimator

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12)

Recommendations

• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
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• Asymptotic normality of the recursive M-estimators of the scale parameters
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter

Cites work

• scientific article; zbMATH DE number 3123545 (Why is no real title available?)
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• scientific article; zbMATH DE number 1191514 (Why is no real title available?)
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• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
• On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions
• Rate of convergence of \(k\)-step Newton estimators to efficient likelihood estimators
• Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
• Robust Estimation of a Location Parameter
• Robust Statistics
• Weak convergence and empirical processes. With applications to statistics

Cited in

(7)

• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
• Asymptotic properties of one-step \(M\)-estimators
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• Rate of convergence of \(k\)-step Newton estimators to efficient likelihood estimators
• Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
• Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
• On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions

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