STAT 592:
Special Topics: Empirical Processes
Winter Quarter 1999
Readings for Topic 1:
Infinite - Dimensional M-estimates
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Huber, P. J. (1967).
The behavior of maximum likelihood estimates under
nonstandard conditions.
Proc. Fifth Berkeley Symp. Math. Statist. Prob. 1,
221 - 233. Univ. California Press.
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Pollard, D. (1985).
New ways to prove central limit theorems.
Econometric Theory 1, 295 - 314.
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Pakes, A. and Pollard, D. (1989).
Simulation and the asymptotics of optimization estimators.
Econometrica 57, 1027 - 1057.
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Gill, R. D. (1989).
Non- and semi-parametric maximum likelihood estimators and the
von-Mises method - I.
Scan. J. Statist. 16, 97 - 128.
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Gill, R. D. and Van der Vaart, A. W. (1993).
Non- and semi-parametric maximum likelihood estimators and the
von-Mises method - II.
Scan. J. Statist. 20, 271 - 288.
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Van der Vaart, A. W. (1995a).
Efficiency of infinite dimensional M-estimators.
Statistica Neerl. 49, 9 - 30.
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