Geodesic
Asymptotic behavior of statistical estimates for samples with a~discon\-tinuous density
Sbornik. Mathematics, Tome 16 (1972) no. 4, pp. 573-606

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In this paper the authors study the asymptotic behavior of the joint distribution and moments of generalized Bayesian estimates, maximum likelihood estimates and maximum probability estimates with respect to intervals constructed from independent observations with a density having a discontinuity of the first kind. Bibliography: 9 titles. 
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     author = {I. A. Ibragimov and R. Z. Khas'minskii},
     title = {Asymptotic behavior of statistical estimates for samples with a~discon\-tinuous density},
     journal = {Sbornik. Mathematics},
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     number = {4},
     year = {1972},
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     url = {http://geodesic.mathdoc.fr/item/SM_1972_16_4_a4/}
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I. A. Ibragimov; R. Z. Khas'minskii. Asymptotic behavior of statistical estimates for samples with a~discon\-tinuous density. Sbornik. Mathematics, Tome 16 (1972) no. 4, pp. 573-606. http://geodesic.mathdoc.fr/item/SM_1972_16_4_a4/