Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations

robustness statistical functionals M-estimators location Cauchy distribution weak continuity scale maximum likelihood equations Fréchet differentiable functional

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

scientific article; zbMATH DE number 775111
Nonsmooth analysis and Fréchet differentiability of M-functionals
On the characterization of maximum likelihood estimators for location-scale families
An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
Differentiability of \(t\)-functionals of location and scatter

Cited in

(30)

scientific article; zbMATH DE number 775111 (Why is no real title available?)
Asymptotic theory for description of regions in which Newton-Raphson iterations converge to location M-estimators
Fréchet differentiability in statistical inference for time series
Nonsmooth analysis and Fréchet differentiability of M-functionals
scientific article; zbMATH DE number 718743 (Why is no real title available?)
Robustez cualitativa en regiones de confianza
Functional calculus and asymptotic theory for statistical analysis
Uniform asymptotics for robust location estimates when the scale is unknown
Robust inference by influence functions
Continuity and differentiability of regression M functionals
Asymptotic linear expansion of regularized M-estimators
A fast robust method for fitting gamma distributions
Desirable properties, breakdown and efficiency in the linear regression model
Analogues on the Sphere of the Affine-Equivariant Spatial Median
Robust estimation of multivariate location and shape
An unbiased minimum distance estimator of the proportion parameter in a mixture of two normal distributions
On consistency of redescending M-kernel smoothers
On the existence and uniqueness of maximizers of two likelihood functions
Minimum distance density-based estimation
Robust estimation of \(k\)-component univariate normal mixtures
Diagnostic testing and evaluation of maximum likelihood models
An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
A propensity score adjustment for multiple group structural equation modeling
Robust estimation of parameters in a mixed unbalanced model
Doubly robust-type estimation for covariate adjustment in latent variable modeling
On locally uniformly linearizable high breakdown location and scale functionals
Existence, uniqueness and Fréchet differentiability of \(\psi\)-estimates of parameters in stationary observation
Cramér–Von Mises distance estimation for some positive infinitely divisible parametric families with actuarial applications
On the convergence of Newton's method when estimating higher dimensional parameters
Approximating data

This page was built for publication: Uniqueness and Fréchet differentiability of functional solutions to maximum likelihood type equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q794364)