On the strong consistency of asymptotic M-estimators

dc.creatorChafai, Djalil
dc.creatorConcordet, Didier
dc.date2005-07-05
dc.date2006-09-15
dc.date.accessioned2026-07-07T08:34:30Z
dc.date.available2026-07-07T08:34:30Z
dc.descriptionThe 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.descriptionAccepted for publication in Journal of Statistical Planning and Inference
dc.identifierhttps://arxiv.org/abs/math/0507102
dc.identifierhttp://arxiv.org/abs/math/0507102
dc.identifierJournal of Statistical Planning and Inference 137, 9 (2007) 2774-2783
dc.identifierdoi:10.1016/j.jspi.2006.09.027
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/139456
dc.subjectStatistics Theory
dc.subjectProbability
dc.subject62G05; 62F12; 34K29; 60F99
dc.titleOn the strong consistency of asymptotic M-estimators
dc.typetext

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