Rates of convergence in the asymptotic normality for some local maximum estimators
type: Item
instance of: scholarly article
title: Rates of convergence in the asymptotic normality for some local maximum estimators
zbMATH Open document ID: 0924.62027
DOI: 10.1007/BF02473976
published in: Lithuanian Mathematical Journal
publication date: 1997-10-29T00:00:00Z
review text: Asymptotic normality of estimators defined by maximizing a random criterion function is considered. Assuming smooth stochastic differentiability (stronger than the Hoffmann-Jørgensen stochastic differentiability) of the criterion function the author derives the rate of convergence in a general result on asymptotic normality of local maximum estimators. Examples and applications of the results, including Huber's \(M\)-estimate, are given.
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 1059800
zbMATH Keywords: central limit theorem
zbMATH Keywords: empirical process
zbMATH Keywords: \(M\)-estimate
zbMATH Keywords: smooth stochastic differentiability
author: V. Paulauskas
reviewed by: Jarosław Bartoszewicz
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1059800