On conditions for asymptotic normality of Fisher's one-step estimators in one-parameter families of distributions

zbMath1327.62124MaRDI QIDQ892018

Aleksandr Ivanovich Sakhanenko, Yuliana Yu. Linke

Publication date: 18 November 2015

Published in: Sibirskie Èlektronnye Matematicheskie Izvestiya (Search for Journal in Brave)

Full work available at URL: http://semr.math.nsc.ru/v11/p464-475.pdf

zbMATH Keywords

Newton's methodmaximum likelihood estimatorasymptotical normalityone-step estimatorspreliminary estimatorproximity of estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (4)

Conditions of Asymptotic Normality of One-Step M-Estimators ⋮ Asymptotic properties of one-step M-estimators ⋮ Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression ⋮ Refinement of Fisher's One-Step Estimators in the Case of Slowly Converging Initial Estimators

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