Multiple roots of estimating functions

DOI10.2307/3316114zbMath0942.62016OpenAlexW2168039148MaRDI QIDQ4944647

Christopher G. Small, Zejiang Yang

Publication date: 21 August 2000

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/60105b84f25ea7bfbfe4b1be52b224d83cb43205

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (7)

A unified theory of confidence regions and testing for high-dimensional estimating equations ⋮ Asymptotic properties of one-step M-estimators ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations ⋮ Toward the notion of intrinsically linear models in nonlinear regression ⋮ Constructing Explicit Estimators in Nonlinear Regression Problems ⋮ Pseudo‐empirical Bayes estimation of small area means based on James–Stein estimation in linear regression models with functional measurement error

Cites Work

• On the density of minimum contrast estimators
• Asymptotic number of roots of Cauchy location likelihood equations
• Maximum Likelihood: An Introduction
• Choosing the window width when estimating a density
• Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
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