INVESTIGADORES
BOENTE BOENTE Graciela Lina
artículos
Título:
On the asymptotic behavior of maximum likelihood estimates for the nonregular case
Autor/es:
BOENTE, GRACIELA; FRAIMAN, RICARDO
Revista:
BIOMETRIKA
Editorial:
Oxford University Press
Referencias:
Lugar: Oxford; Año: 1988 vol. 75 p. 45 - 56
ISSN:
0006-3444
Resumen:
In this paper we generalize Huber´s (1967) results to include the nonregular case. Resistant estimators which turn out to be asymptotically unbiased in a neighbourhood of the model are given for some univariate models. Their order of consistency achieves the rate of the maximum likelihood estimates. Moreover, some of the estimates are asymptotically efficient under the central model, in the sense that they have the same asymptotic distribution as the maximum likelihood estimate.
