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

DOI10.17377/SEMI.2013.10.050zbMATH Open1330.62102MaRDI QIDQ891036FDOQ891036

Authors: Yuliana Yu. Linke, A. I. Sakhanenko 

Publication date: 16 November 2015

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

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zbMATH Keywords

limit distributionregressionM-estimatorstwo-step estimatorsasymptotical normalityimpovement of statistical estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Cited In (7)

• Asymptotic misspecification biases for heckman's two step estimator
• Title not available (Why is that?)
• On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions
• Two-step estimation in a heteroscedastic linear regression model
• On asymptotics of the distributions of some two-step statistical estimators of a multidimensional parameter
• Conditions of Asymptotic Normality of One-Step M-Estimators
• On the asymptotics of distributions of two-step statistical estimates

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