On the strong consistency of asymptotic -estimators
Copyright policy )On the strong consistency of asymptotic -estimators
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.
Accepted for publication in Journal of Statistical Planning and Inference
[MATH.MATH-PR] Mathematics [math]/Probability [math.PR], 330, consistent estimation, Inverse Problems, Mathematics - Statistics Theory, Statistics Theory (math.ST), Nonparametric models, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Estimators, Asymptotic properties of nonparametric inference, FOS: Mathematics, 62G05, Robustness and adaptive procedures (parametric inference), maximum likelihood, mixture models, [MATH.MATH-ST] Mathematics [math]/Statistics [math.ST], Asymptotic properties of parametric estimators, Probability (math.PR), nonparametric estimation, parametric estimation, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], 62G05; 62F12; 34K29; 60F99, Semiparametric models, Consistency, Mixture models, Nonparametric estimation, 62F12, MSC-2000: 62G05, 34K29, 60F99, Mathematics - Probability, Maximum likelihood
[MATH.MATH-PR] Mathematics [math]/Probability [math.PR], 330, consistent estimation, Inverse Problems, Mathematics - Statistics Theory, Statistics Theory (math.ST), Nonparametric models, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], Estimators, Asymptotic properties of nonparametric inference, FOS: Mathematics, 62G05, Robustness and adaptive procedures (parametric inference), maximum likelihood, mixture models, [MATH.MATH-ST] Mathematics [math]/Statistics [math.ST], Asymptotic properties of parametric estimators, Probability (math.PR), nonparametric estimation, parametric estimation, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], 62G05; 62F12; 34K29; 60F99, Semiparametric models, Consistency, Mixture models, Nonparametric estimation, 62F12, MSC-2000: 62G05, 34K29, 60F99, Mathematics - Probability, Maximum likelihood
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