Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148577 | Journal of Statistical Planning and Inference | 2007 | 10 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Djalil Chafaı¨, Didier Concordet,