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Necessary and sufficient conditions for consistency of generalizedM-estimates

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  • Friedrich Liese
  • Igor Vajda

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Suggested Citation

  • Friedrich Liese & Igor Vajda, 1995. "Necessary and sufficient conditions for consistency of generalizedM-estimates," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 291-324, December.
    • Handle: RePEc:spr:metrik:v:42:y:1995:i:1:p:291-324
    DOI: 10.1007/BF01894328
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    References listed on IDEAS

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    1. Liese, F. & Vajda, I., 1994. "Consistency of M-Estimates in General Regression Models," Journal of Multivariate Analysis, Elsevier, vol. 50(1), pages 93-114, July.
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    Cited by:

    1. Petr Lachout & Eckhard Liebscher & Silvia Vogel, 2005. "Strong convergence of estimators as ε n -minimisers of optimisation problemsof optimisation problems," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(2), pages 291-313, June.
    2. Vajda, Igor & Janzura, Martin, 1997. "On asymptotically optimal estimates for general observations," Stochastic Processes and their Applications, Elsevier, vol. 72(1), pages 27-45, December.

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