A multidimensional Newton-Raphson method and its applications to the existence of asymptotic Fn-estimators and their stochastic expansions

R. Michel

Journal of Multivariate Analysis, 1977, vol. 7, issue 2, 235-248

Abstract: Given a suitable function Fn we define a class of estimators called asymptotic Fn-estimators (i.e., estimators which approximate the solution of Fn([theta]) = 0). It is proved that this class is nonvoid if appropriate regularity conditions are fulfilled and if one has at hand a suitable initial estimator. Furthermore, it is shown that Fn-estimators admit a stochastic expansion (which enables to give results on asymptotic expansions for the distribution of these estimators).

Keywords: Iteration; procedure; stochastic; expansions; maximum; likelihood; estimators; expansion; for; the; distribution (search for similar items in EconPapers)
Date: 1977
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