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Probability Theory and Mathematical Statistics pp 259–266Cite as

Joint asymptotic distribution of the maximum likelihood estimator and M-estimator

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Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1299))

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References

  1. P. Huber. Robustness in statistics.-M.; "Myr", 1984 (in Russian).

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  2. J. Jacod. Calcul stochastique et problemes de martingales. Lect. Note in Math., 714, Springer-Verlag, 1978.

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  3. Yu. M. Kabanov, R. Sh. Liptzer, A. N. Shiryaev. Absolute continuity and singularity of locally absolutely continuous distributions. Mat. Sbornik, v.107 (449) No3 (11), 1978 (in Russian).

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  4. A. Le Breton. Thesis. Grenoble, 1976.

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  5. P. Billingsley. Convergence of probability measure.-M.: "Nauke", 1977 (in Russian).

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  6. J. Jacod, A. N. Shiryaev. Limit theorems for stochastic processes. To appear.

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Author information

Authors and Affiliations

  1. Razmadze Mathematical Institute of the Acad. of Sci. of the Georgian SSR, Tbilisi

    N. L. Lazrieva & T. A. Toronjadze

Authors
  1. N. L. Lazrieva
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  2. T. A. Toronjadze
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Shinzo Watanabe Jurii Vasilievich Prokhorov

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© 1988 Springer-Verlag

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Lazrieva, N.L., Toronjadze, T.A. (1988). Joint asymptotic distribution of the maximum likelihood estimator and M-estimator. In: Watanabe, S., Prokhorov, J.V. (eds) Probability Theory and Mathematical Statistics. Lecture Notes in Mathematics, vol 1299. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078481

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  • DOI: https://doi.org/10.1007/BFb0078481

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18814-8

  • Online ISBN: 978-3-540-48187-4

  • eBook Packages: Springer Book Archive

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