Geodesic
Conditions of asymptotic normality of one-step $M$-estimators
Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 16 (2016) no. 4, pp. 46-64 Cet article a éte moissonné depuis la source Math-Net.Ru

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In the case of independent identically distributed observations we study asymptotic behavior of one-step $M$-estimators which are explicit approximations to the corresponding consistent $M$-estimators. In particulary, we find quite general conditions for asymptotic normality of one-step $M$-estimators under consideration. As a consequence, we consider Fisher's one-step approximations to consistent maximum likelihood estimators.
Keywords: one-step $M$-estimators, asymptotic normality, $M$-estimators, maximum likelihood estimators, Newton method, preliminary estimators. 
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Yu. Yu. Linke; A. I. Sakhanenko. Conditions of asymptotic normality of one-step $M$-estimators. Sibirskij žurnal čistoj i prikladnoj matematiki, Tome 16 (2016) no. 4, pp. 46-64. http://geodesic.mathdoc.fr/item/VNGU_2016_16_4_a5/

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