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Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators - MaRDI portal

Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators (Q6158227)

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scientific article; zbMATH DE number 7690328
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Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators
scientific article; zbMATH DE number 7690328

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    Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators (English)
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    31 May 2023
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    asymptotic normality
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    central limit theorem
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    Wasserstein distance
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    parametric estimation
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    logistic regression
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    cross validation
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