Article ID Journal Published Year Pages File Type
5129732 Statistics & Probability Letters 2017 6 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
,