On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter

DOI10.17377/SEMI.2013.10.050MaRDI QIDQ891036zbMATH OpenFDO

Authors Yuliana Yu. Linke, A. I. Sakhanenko

Publication date 16 November 2015

Published in Sibirskie Elektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

zbMATH Keywords

limit distributionregressionM-estimatorstwo-step estimatorsasymptotical normalityimpovement of statistical estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cited in

(7)

• Asymptotic misspecification biases for heckman's two step estimator
• scientific article; zbMATH DE number 2011580 (Why is no real title available?)
• On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions
• On asymptotics of the distributions of some two-step statistical estimators of a multidimensional parameter
• Two-step estimation in a heteroscedastic linear regression model
• On the asymptotics of distributions of two-step statistical estimates
• Conditions of Asymptotic Normality of One-Step M-Estimators

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