On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions

MaRDI QIDQ892018zbMATH OpenFDO

Authors Yuliana Yu. Linke, A. I. Sakhanenko

Publication date 18 November 2015

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

Full work available at URL http://semr.math.nsc.ru/v11/p464-475.pdf

zbMATH Keywords

maximum likelihood estimatorNewton's methodasymptotical normalityone-step estimatorspreliminary estimatorproximity of estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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(6)

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• Asymptotic properties of one-step \(M\)-estimators
• Asymptotic properties of one-step weighted \(M\)-estimators with applications to regression
• On asymptotics of the distributions of some two-step statistical estimators of a multidimensional parameter
• Refinement of Fisher's one-step estimators in the case of slowly converging initial estimators
• Conditions of Asymptotic Normality of One-Step M-Estimators

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