On stable laws for estimating functions and derived estimators

DOI10.1007/BF02482527zbMath0612.62036OpenAlexW2093034246WikidataQ114852607 ScholiaQ114852607MaRDI QIDQ1088324

Pranab Kumar Sen

Publication date: 1986

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02482527

zbMATH Keywords

asymptotic distributionmaximum likelihood estimatorrelative compactnessstable lawlocationestimating functionHuber's M-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Cites Work

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• Sequential procedures based on M-estimators with discontinuous score functions
• Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
• On the limiting distribution of a sequence of estimators with uniformity property
• An $L^p$-Convergence Theorem
• A characterization of limiting distributions of regular estimates

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