Concavity and Estimation
Haberman, Shelby J.
Ann. Statist., Tome 17 (1989) no. 1, p. 1631-1661 / Harvested from Project Euclid
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Simplified conditions are given for consistency and asymptotic normality of $M$-estimates derived by maximization of averages of independent identically distributed random concave functions. Applications are made to maximum likelihood estimation.
Publié le : 1989-12-14
Classification:  Asymptotic normality,  $M$-estimation,  maximum likelihood,  strong consistency,  62E20,  62F10 
@article{1176347385,
     author = {Haberman, Shelby J.},
     title = {Concavity and Estimation},
     journal = {Ann. Statist.},
     volume = {17},
     number = {1},
     year = {1989},
     pages = { 1631-1661},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347385}
}

Haberman, Shelby J. Concavity and Estimation. Ann. Statist., Tome 17 (1989) no. 1, pp.  1631-1661. http://gdmltest.u-ga.fr/item/1176347385/