A Central Limit Theorem for M‐estimators by the von Mises Method
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Publication:4696596
DOI10.1111/J.1467-9574.1992.TB01335.XzbMath0768.62018OpenAlexW2098651555WikidataQ124258395 ScholiaQ124258395MaRDI QIDQ4696596
Richard D. Gill, C. C. Heesterman
Publication date: 29 June 1993
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://ir.cwi.nl/pub/1555
asymptotic normalityempirical distribution function\(M\)-estimatorsdelta-methodvon Mises functionalsHadamard differentiationmaximum likelihood type estimatorscompact differentiation
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05)
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