Two-step M-estimators: Two-step M-estimators deals with M-estimation problems that require preliminary estimation to obtain the parameter of interest. Two-step M-estimation is different from usual M-estimation problem because asymptotic distribution of the second-step estimator generally depends ... [100%] 2022-08-16 [M-estimators] [Estimator]...
Two-step M-estimators involving MLE: }} Two-step M-estimator involving Maximum Likelihood Estimator is a special case of general two-step M-estimator. Thus, consistency and asymptotic normality of the estimator follows from the general result on two-step M-estimators. [70%] 2023-07-10 [M-estimators]
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