Geodesic
On asymptotics of the distributions of some two-step statistical estimators of a~mutlidimensional parameter
Matematičeskie trudy, Tome 16 (2013) no. 1, pp. 89-120

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We study the accuracy of estimation of unknown parameters in the case of two-step statistical estimates admitting special representations. An approach to the study of such problems previously proposed by the authors is extended to the case of the estimation of a multidimensional parameter. As a result, we obtain necessary and sufficient conditions for the weak convergence of the normalized estimation error to a multidimensional normal distribution. 
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     author = {Yu. Yu. Linke and A. I. Sakhanenko},
     title = {On asymptotics of the distributions of some two-step statistical estimators of a~mutlidimensional parameter},
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Yu. Yu. Linke; A. I. Sakhanenko. On asymptotics of the distributions of some two-step statistical estimators of a~mutlidimensional parameter. Matematičeskie trudy, Tome 16 (2013) no. 1, pp. 89-120. http://geodesic.mathdoc.fr/item/MT_2013_16_1_a5/