On the strong consistency of asymptotic M-estimators
Statistics Theory
2007-10-08 v2 Probability
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.math/0507102,
title = {On the strong consistency of asymptotic M-estimators},
author = {Djalil Chafai and Didier Concordet},
journal= {arXiv preprint arXiv:math/0507102},
year = {2007}
}
Comments
Accepted for publication in Journal of Statistical Planning and Inference