On the strong consistency of asymptotic M-estimators
| dc.creator | Chafai, Djalil | |
| dc.creator | Concordet, Didier | |
| dc.date | 2005-07-05 | |
| dc.date | 2006-09-15 | |
| dc.date.accessioned | 2026-07-07T08:34:30Z | |
| dc.date.available | 2026-07-07T08:34:30Z | |
| dc.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. | |
| dc.description | Accepted for publication in Journal of Statistical Planning and Inference | |
| dc.identifier | https://arxiv.org/abs/math/0507102 | |
| dc.identifier | http://arxiv.org/abs/math/0507102 | |
| dc.identifier | Journal of Statistical Planning and Inference 137, 9 (2007) 2774-2783 | |
| dc.identifier | doi:10.1016/j.jspi.2006.09.027 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/139456 | |
| dc.subject | Statistics Theory | |
| dc.subject | Probability | |
| dc.subject | 62G05; 62F12; 34K29; 60F99 | |
| dc.title | On the strong consistency of asymptotic M-estimators | |
| dc.type | text |