Geodesic
On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 10 (2013), pp. 627-640.

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The authors' approach to study two-step estimators of one-dimensional unknown parameters is extended to a wider classes of the first- and second-step estimators which include well known M-estimators. Under general restrictions necessary and sufficient conditions are found for the normalized difference between the second-step estimator and the unknown parameter to converge weakly to an arbitrary distribution.
Keywords: two-step estimators, impovement of statistical estimators, asymptotical normality, M-estimators
Mots-clés : limit distribution, regression. 
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Yu. Yu. Linke; A. I. Sakhanenko. On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 10 (2013), pp. 627-640. http://geodesic.mathdoc.fr/item/SEMR_2013_10_a21/

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