Further results on asymptotic normality. I

DOI10.1007/BF02614248zbMath0242.62021OpenAlexW4247364347MaRDI QIDQ2554215

Johann Pfanzagl

Publication date: 1972

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175507

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items

Optimal local Gaussian approximation of an exponential family, Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms, On the sufficient statistics for multivariate ARMA models: approximate approach, The accuracy of the normal approximation for estimates of vector parameters, Bounds for the efficiency of approximately median unbiased estimates, The asymptotic equivalence of Bayes and maximum likelihood estimation, A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions, Further results on asymptotic normality. II, Some contributions to efficient statistics in structural models: Specification and estimation of moment structures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Berry-Esseen bound for minimum contrast estimates
• Asymptotic normality
• A note on the rate of convergence of a mean
• Probability Inequalities for Sums of Bounded Random Variables
• On the existence of consistent estimates and tests
• The accuracy of the normal approximation for minimum contrast estimates