Asymptotic normality of one-step M-estimators based on non-identically distributed observations

Yuliana Yu. Linke

Statistics & Probability Letters, 2017, vol. 129, issue C, 216-221

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: One-step M-estimator; Initial estimator; Nonlinear regression (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:129:y:2017:i:c:p:216-221

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DOI: 10.1016/j.spl.2017.05.020

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