Abstract
Simplified conditions are given for consistency and asymptotic normality of $M$-estimates derived by maximization of averages of independent identically distributed random concave functions. Applications are made to maximum likelihood estimation.
Citation
Shelby J. Haberman. "Concavity and Estimation." Ann. Statist. 17 (4) 1631 - 1661, December, 1989. https://doi.org/10.1214/aos/1176347385
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