Conditions of Asymptotic Normality of One-Step M-Estimators

Conditions of Asymptotic Normality of One-Step M-Estimators Full article

Journal

Journal of Mathematical Sciences (United States)
ISSN: 1072-3374 , E-ISSN: 1573-8795

Output data

Year: 2018, Volume: 230, Number: 1, Pages: 95-111 Pages count : 17 DOI: 10.1007/s10958-018-3730-3

Authors

Linke Y.Y. ^1,2 , Sakhanenko A.I. ^1,2

Affiliations

1	Sobolev Institute of Mathematics SB RAS, 4, Akad. Koptyuga pr., Novosibirsk, 630090, Russian Federation
2	Novosibirsk State University, 1, Pirogova St., Novosibirsk, 630090, Russian Federation

In the case of independent identically distributed observations, we study the asymptotic properties of one-step M-estimators served as explicit approximations of consistent M-estimators. We find rather general conditions for the asymptotic normality of one-step M-estimators. We consider Fisher’s approximations of consistent maximum likelihood estimators and find general conditions guaranteeing the asymptotic normality of the Fisher estimators even in the case where maximum likelihood estimators do not necessarily exist or are not necessarily consistent. © 2018, Springer Science+Business Media, LLC, part of Springer Nature.

Linke Y.Y. , Sakhanenko A.I.
Conditions of Asymptotic Normality of One-Step M-Estimators
Journal of Mathematical Sciences (United States). 2018. V.230. N1. P.95-111. DOI: 10.1007/s10958-018-3730-3 Scopus OpenAlex

Scopus:	2-s2.0-85042544553
OpenAlex:	W2793839080

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