J ul 2 00 5 On the strong consistency of approximated M - estimators
نویسنده
چکیده
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, generalised to approximated M -estimators. Proofs are short and elementary. Classification MSC-2000: 62G05; 62F12; 34K29; 60F99
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