Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129732 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
We find general conditions for asymptotic normality of two types of one-step M-estimators based on independent not necessarily identically distributed observations. As an application, we consider some examples of one-step approximation of quasi-likelihood estimators in nonlinear regression.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yuliana Yu. Linke,