Conditions of Asymptotic Normality of One-Step M-Estimators
DOI10.1007/S10958-018-3730-3zbMATH Open1413.62026OpenAlexW2793839080WikidataQ130194929 ScholiaQ130194929MaRDI QIDQ4558348FDOQ4558348
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
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asymptotic normalitymaximum likelihood estimatorNewton methodone-step \(M\)-estimator\(M\)-estimatorpreliminary estimator
Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12)
Cites Work
- Weak convergence and empirical processes. With applications to statistics
- Approximation Theorems of Mathematical Statistics
- Robust Estimation of a Location Parameter
- Robust Statistics
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- Rate of convergence of one- and two-step M-estimators with applications to maximum likelihood and Pitman estimators
- Effect of the initial estimator on the asymptotic behavior of one-step M- estimator
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- 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
Cited In (7)
- Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
- Asymptotic properties of one-step M-estimators
- 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
- On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions
- Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
- Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
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