Consistency of D -estimators

Igor Vajda

Kybernetika (1984)

  • Volume: 20, Issue: 4, page 283-303
  • ISSN: 0023-5954

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Vajda, Igor. "Consistency of $D$-estimators." Kybernetika 20.4 (1984): 283-303. <http://eudml.org/doc/27985>.

@article{Vajda1984,
author = {Vajda, Igor},
journal = {Kybernetika},
keywords = {weak D-estimators; Fisher consistency; strong consistency; directed D- estimators; location; scale; sample-generating models},
language = {eng},
number = {4},
pages = {283-303},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Consistency of $D$-estimators},
url = {http://eudml.org/doc/27985},
volume = {20},
year = {1984},
}

TY - JOUR
AU - Vajda, Igor
TI - Consistency of $D$-estimators
JO - Kybernetika
PY - 1984
PB - Institute of Information Theory and Automation AS CR
VL - 20
IS - 4
SP - 283
EP - 303
LA - eng
KW - weak D-estimators; Fisher consistency; strong consistency; directed D- estimators; location; scale; sample-generating models
UR - http://eudml.org/doc/27985
ER -

References

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  1. D. Basu, An inconsistency of the method of maximum likelihood, Ann. Math. Statist. 26 (1955), 144-145. (1955) Zbl0064.14006MR0071693
  2. D. D. Boos, Minimum distance estimators for location and goodness of fit, J. Amer. Statist. Assoc. 76 (1981), 663-670. (1981) Zbl0475.62030MR0629752
  3. H. E. Daniels, The asymptotic efficiency of a maximum likelihood estimator, In: Proc. 4th Berkeley Symp. Math. Statist. Prob. Vol. 1, 151-164. Berkeley Univ. Press, Berkeley 1961. (1961) Zbl0166.14802MR0131924
  4. J. Hannan, Consistency of maximum likelihood estimation of discrete distributions, In: Contributions to Probability and Statistics (Essays in Honor of Harold Hotelling). Stanford Univ. Press, Stanford 1960, 249-257. (1960) MR0120706
  5. F. R. Hampel, The change of variance curve and optimal redescending M-estimators, J. Amer. Statist. Assoc. 76 (1981), 643 - 648. (1981) Zbl0476.62040MR0629750
  6. I. A. Ibragimov, R. Z. Chasminskij, Asymptotic Theory of Estimation, (in Russian). Nauka, Moskva 1979. (1979) MR0545339
  7. J. Jurečková, Asymptotic representation of M-estimators of location, Math. Operatiorsforsch. Statist. Ser. Statist. 11 (1980), 61 - 73. (1980) MR0606159
  8. J. Jurečková, Asymptotic behavior of M-estimators in nonregular cases, Statistics and Decisions 1 (1983), 323-340. (1983) MR0736106
  9. L. Le Cam, On the asymptotic theory of estimation and testing, In: Proc. 3rd Berkeley Symp. Math. Statist. Prob. Vol. 1, 129-156. Berkeley Univ. Press, Berkeley 1965. (1965) 
  10. R. Š. Lipcer, A. N. Širjajev, Statistics of Random Process, (in Russian). Nauka, Moskva 1974. (1974) MR0483005
  11. I. Vajda, Motivation, existence and equivariance of D-estimators, Kybernetika 20 (1984), 3, 189-208. (1984) Zbl0558.62026MR0763646
  12. S. Zacks, The Theory of Statistical Inference, J. Wiley, New York 1971. (1971) MR0420923

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