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This article is cited in 1 scientific paper (total in 1 paper) Probability theory and mathematical statistics On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter Yu. Yu. Linkeab, A. I. Sakhanenkoab a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk b Novosibirsk State University Abstract: 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, limit distribution, asymptotical normality, M-estimators, regression.  Full text:
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UDC: 519.23 MSC: 62F12 Received Citation: Yu. Yu. Linke, A. I. Sakhanenko, “On asymptotics of the distribution of a two-step statistical estimator of a one-dimensional parameter”, Sib. Èlektron. Mat. Izv., 10 (2013), 
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