Department of Pattern Recognition

(eng): The paper presents relatively simple verifiable conditions for square root of n-consistency and asymptotic normality of M-estimators of vector parameters in a wide class of statistical models. The conditions are established for the M-estimators with absolutely continuous rho-function of locally bounded variation, and for the class of models including e.g. the linear and the nonlinear regression, the generalized linear models and the proportional hazard models as special cases.