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

DOI10.1214/AOS/1176346332zbMATH Open0541.62023OpenAlexW1582416669MaRDI QIDQ794364FDOQ794364

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346332

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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)

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Robust estimation of parameters in a mixed unbalanced model
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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
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