A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions

DOI10.1016/0047-259X(77)90001-XzbMath0379.62016OpenAlexW1977619534MaRDI QIDQ1247133

K. Appert

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(77)90001-x

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

Related Items

Third-order optimum properties of estimator-sequences

Cites Work

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• An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters
• Further results on asymptotic normality. I
• An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
• An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
• An Asymptotic Expansion for the Maximum Likelihood Estimate of a Vector Parameter