Abstract
We consider the progressively truncated estimating functions and estimators as a generalization of the progressively truncated likelihood estimating functions and maximum likelihood estimators. We show the uniform consistency and weak convergence of the progressively truncated estimators.
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Inagaki, N. The progressively truncated estimating functions and estimators. Ann Inst Stat Math 40, 521–540 (1988). https://doi.org/10.1007/BF00053063
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DOI: https://doi.org/10.1007/BF00053063