On square root of n-consistency and asymptotic normality of consistent estimators in models with independent observations

0411055 20240103182258.520060210235959.9 On square root of n-consistency and asymptotic normality of consistent estimators in models with independent observations 49 s. cav_un_epca*02971970138-3248Rostocker Mathematisches Kolloquium573 (2003)3-51 general M-estimators for independent observations rate of consistency asymptotic normality cav_un_auth*0015549 Liese F. DE cav_un_auth*0101218 Vajda Igor UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12B IAA1075101 GA AV ČR cav_un_auth*0012783 CEZ:AV0Z1075907 The paper presents relatively simple verifiable conditions for square root of n-consistency and asymptotic normality of M-estimators of vector parameters in a wide class of statistical models. The conditions are established for the M-estimators with absolutely continuous rho-function of locally bounded variation, and for the class of models including e.g. the linear and the nonlinear regression, the generalized linear models and the proportional hazard models as special cases. BB SI http://hdl.handle.net/11104/0131142 UTIA-B 20030042 2003 cav_un_epca*0297197 Rostocker Mathematisches Kolloquium 0138-3248 Roč. 57 č. 3 2003 3 51