Pages that link to "Item:Q1627568"
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The following pages link to Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data (Q1627568):
Displaying 11 items.
- Fixed point characterizations of continuous univariate probability distributions and their applications (Q2046475) (← links)
- Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator (Q2074310) (← links)
- Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation (Q2091847) (← links)
- Multivariate normal approximation of the maximum likelihood estimator via the delta method (Q2180265) (← links)
- Bounds for the asymptotic distribution of the likelihood ratio (Q2192735) (← links)
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities (Q2329785) (← links)
- Integration by parts: an introduction (Q2919047) (← links)
- FEYNMAN DIAGRAMS AND DIFFERENTIAL EQUATIONS (Q3504107) (← links)
- TWO-LOOP VACUUM DIAGRAMS IN BACKGROUND FIELD AND THE HEISENBERG–EULER EFFECTIVE ACTION (Q5322484) (← links)
- SECTOR DECOMPOSITION (Q5503050) (← links)
- Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators (Q6158227) (← links)
