Article ID Journal Published Year Pages File Type
1148577 Journal of Statistical Planning and Inference 2007 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
, ,