On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions

In this paper we generalize Huber's (1967) results to include the nonregular case. Resistant estimators which turn out to be asymptotically unbiased in a neighbourhood of the model are given for some univariate models. Their order of consistency achieves the rate of the maximum likelihood estim...

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Detalles Bibliográficos
Autores principales: Boente, G., Fraiman, R.
Formato: JOUR
Materias:
Asymptotic distribution
Maximum likelihood
Nonregular distribution
Order of consistency
Robust estimation
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_00063444_v75_n1_p45_Boente
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires

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