The strong consistency of M-estimators in linear models
نویسندگان
چکیده
منابع مشابه
On the strong consistency of asymptotic M-estimators
The aim of this article is to simplify Pfanzagl’s proof of consistency for asymptotic maximum likelihood estimators, and to extend it to more general asymptotic M -estimators. The method relies on the existence of a sort of contraction of the parameter space which admits the true parameter as a fixed point. The proofs are short and elementary.
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The aim of this article is to provide a strong consistency Theorem for approximated M -estimators. It contains both Wald and Pfanzagl type results for maximum likelihood. The proof relies, in particular, on the existence of a sort of contraction of the parameter space which admits the true parameter as a fixed point. In a way, it can be seen as a simplification of ideas of Wang and Pfanzagl, ge...
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The aim of this article is to simplify Pfanzagl’s proof of consistency for asymptotic maximum likelihood estimators, and to extend it to more general asymptotic M -estimators. The method relies on the existence of a sort of contraction of the parameter space which admits the true parameter as a fixed point. The proofs are short and elementary.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1984
ISSN: 0047-259X
DOI: 10.1016/0047-259x(84)90069-1