The Berry-Esseen bound for minimum contrast estimates

DOI10.1007/BF02613813zbMath0216.47805OpenAlexW2048524553MaRDI QIDQ2546141

Johann Pfanzagl

Publication date: 1971

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175471

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (25)

Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms ⋮ Rates of convergence in the asymptotic normality for some local maximum estimators ⋮ Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process ⋮ A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains ⋮ On the rate of convergence of estimators for Markov processes ⋮ Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap ⋮ The accuracy of the normal approximation for estimates of vector parameters ⋮ Asymptotic properties of posterior distributions ⋮ Optimal Berry-Esseen bound for statistical estimations and its application to SPDE ⋮ Bounds for the efficiency of approximately median unbiased estimates ⋮ Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications ⋮ Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process ⋮ The asymptotic equivalence of Bayes and maximum likelihood estimation ⋮ The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case ⋮ The Berry-Esseen inequality for the distribution of the least square estimate ⋮ Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings ⋮ Berry–Esseen Bound for a Class of NormalizedL-Statistics ⋮ Rate of convergence of maximum likelihood density estimate to a normal law ⋮ Further results on asymptotic normality. I ⋮ On median unbiased estimates ⋮ The bound in the Berry-Esseen result for minimum contrast estimates ⋮ Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation ⋮ Estimation of the drift for diffusion process

Cites Work

• On the measurability and consistency of minimum contrast estimates
• The accuracy of the normal approximation for minimum contrast estimates
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