| Title:
|
Consistency of $D$-estimators (English) |
| Author:
|
Vajda, Igor |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
20 |
| Issue:
|
4 |
| Year:
|
1984 |
| Pages:
|
283-303 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F10 |
| MSC:
|
62F12 |
| idZBL:
|
Zbl 0599.62038 |
| idMR:
|
MR768509 |
| . |
| Date available:
|
2009-09-24T17:41:38Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124830 |
| . |
| Reference:
|
[1] D. Basu: An inconsistency of the method of maximum likelihood.Ann. Math. Statist. 26 (1955), 144-145. Zbl 0064.14006, MR 0071693 |
| Reference:
|
[2] D. D. Boos: Minimum distance estimators for location and goodness of fit.J. Amer. Statist. Assoc. 76 (1981), 663-670. Zbl 0475.62030, MR 0629752 |
| Reference:
|
[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. Zbl 0166.14802, MR 0131924 |
| Reference:
|
[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. MR 0120706 |
| Reference:
|
[5] F. R. Hampel: The change of variance curve and optimal redescending M-estimators.J. Amer. Statist. Assoc. 76 (1981), 643 - 648. Zbl 0476.62040, MR 0629750 |
| Reference:
|
[6] I. A. Ibragimov, R. Z. Chasminskij: Asymptotic Theory of Estimation.(in Russian). Nauka, Moskva 1979. MR 0545339 |
| Reference:
|
[7] J. Jurečková: Asymptotic representation of M-estimators of location.Math. Operatiorsforsch. Statist. Ser. Statist. 11 (1980), 61 - 73. MR 0606159 |
| Reference:
|
[8] J. Jurečková: Asymptotic behavior of M-estimators in nonregular cases.Statistics and Decisions 1 (1983), 323-340. MR 0736106 |
| Reference:
|
[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. |
| Reference:
|
[10] R. Š. Lipcer, A. N. Širjajev: Statistics of Random Process.(in Russian). Nauka, Moskva 1974. MR 0483005 |
| Reference:
|
[11] I. Vajda: Motivation, existence and equivariance of D-estimators.Kybernetika 20 (1984), 3, 189-208. Zbl 0558.62026, MR 0763646 |
| Reference:
|
[12] S. Zacks: The Theory of Statistical Inference.J. Wiley, New York 1971. MR 0420923 |
| . |
