Consistency of D-estimators
Igor Vajda · Czech digital mathematics library · 1984
IGOR VAJDAIn the previous paper [11] published in Kybernetika three classes of D-estimators have been introduced.In the present paper Fisher's and strong consistency of these estimators are established.It is shown in particular that the standard D-estimators estimate the parameters from compact spaces strongly consistently for all discrete sample-generating families with the probabilities continuously depending on the parameter.Strong consistency of weak and directed D-estimators of location and scale is established for a wide variety of sample-generating models including irregular ones.Analogical results concerning abstract parametric spaces are presented too.