Asymptotic normality of one-step M-estimators based on non-identically distributed observations

Yuliana Yu Linke

doi:10.1016/j.spl.2017.05.020

Asymptotic normality of one-step M-estimators based on non-identically distributed observations

Yuliana Yu Linke

Кафедра теории вероятностей и математической статистики ММФ

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

4 Цитирования (Scopus)

Аннотация

We find general conditions for asymptotic normality of two types of one-step M-estimators based on independent not necessarily identically distributed observations. As an application, we consider some examples of one-step approximation of quasi-likelihood estimators in nonlinear regression.

Язык оригинала	английский
Страницы (с-по)	216-221
Число страниц	6
Журнал	Statistics and Probability Letters
Том	129
DOI	https://doi.org/10.1016/j.spl.2017.05.020
Состояние	Опубликовано - 1 окт 2017

Доступ к документу

10.1016/j.spl.2017.05.020

Link to publication in Scopus

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Asymptotic normality of one-step M-estimators based on non-identically distributed observations. / Linke, Yuliana Yu.

В: Statistics and Probability Letters, Том 129, 01.10.2017, стр. 216-221.

Результат исследования: Научные публикации в периодических изданиях › статья › рецензирование

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