Summary
Stable laws forM-estimators, maximum likelihood and other estimators and obtained through parallel results for the estimating functions and relative compactness of some related estimating functional processes.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Billingsley, P. (1968).Convergence of Probability Measures, John Wiley, New York.
Chatterjee, S. D. (1969). AnLp-convergence theorem,Ann. Math. Statist.,40, 1068–1070.
Hájek, J. (1970). A characterization of limiting distributions of regular estimates,Zeitschrift Wahrsch. verw. Geb.,14, 323–330.
Huber, P. J. (1967). The behaviour of maximum likelihood estimators under nonstandard conditions,Proc. Fifth Berkeley Symp. Math. Statist. Prob.,1, 221–233.
Inagaki, N. (1970). On the limiting distribution of a sequence of estimators with uniformity property,Ann. Inst. Statist. Math.,22, 1–13.
Inagaki, N. (1973). Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator,Ann. Inst. Statist. Math.,25, 1–26.
Jurečková, J. and Sen, P. K. (1981a). Invariance principles for some stochastic processes related toM-estimators and their role in sequential statistical inference,Sankhyã, Ser. A,43, 191–210.
Jurečková, J. and Sen, P. K. (1981b). Sequential procedures based onM-estimators with discontinuous score functions,Jour. Statist. Plan. Infer.,5, 253–266.
Author information
Authors and Affiliations
Additional information
Work supported by the Office of Naval Research, Contract No. N00014-83-K-0387.
About this article
Cite this article
Sen, P.K. On stable laws for estimating functions and derived estimators. Ann Inst Stat Math 38, 411–417 (1986). https://doi.org/10.1007/BF02482527
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF02482527