On the strong consistency of asymptotic M-estimators

Thumbnail Image

Date

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

Abstract

Description

The aim of this article is to simplify Pfanzagl's proof of consistency for asymptotic maximum likelihood estimators, and to extend it to more general asymptotic M-estimators. The method relies on the existence of a sort of contraction of the parameter space which admits the true parameter as a fixed point. The proofs are short and elementary.
Accepted for publication in Journal of Statistical Planning and Inference

Keywords

Statistics Theory, Probability, 62G05; 62F12; 34K29; 60F99

Citation

URI

http://salesiana.dossiersoluciones.com/handle/123456789/139456

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0507102
 http://arxiv.org/abs/math/0507102
 Journal of Statistical Planning and Inference 137, 9 (2007) 2774-2783
 doi:10.1016/j.jspi.2006.09.027

Collections

arXiv