83 5 , v er si on 2 - 1 4 Se p 20 06 On the strong consistency of asymptotic M - estimators

نویسنده

  • Didier Concordet
چکیده

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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Se p 20 06 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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تاریخ انتشار 2006