The calculus of M-estimation
The calculus of M-estimation
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DOI：
10.1198/000313002753631330
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发表时间：
2002-02-01
影响因子：
1.8
通讯作者：
Boos, DD
中科院分区：
文献类型：
--
作者：
Stefanski, LA;Boos, DD
自20世纪60年代Huber的开创性论文以来，m估计方法（也称为估计方程方法）在渐近分析和近似推理中变得越来越重要。本文说明了m估计方法的广度和通用性，从而促进了它在实践和课堂上作为大样本推理研究的统一方法的使用。
Since the seminal papers by Huber in the 1960s, M-estimation methods (also known as estimating equation methods) have been increasingly important for asymptotic analysis and approximate inference. This article illustrates the breadth and generality of the M-estimation approach, thereby facilitating its use in practice and in the classroom as a unifying approach to the study of large-sample inference.