Optimal-order uniform and nonuniform bounds on the rate of convergence to normality for maximum likelihood estimators
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Publication:527059
DOI10.1214/17-EJS1264zbMath1361.62013arXiv1601.02177MaRDI QIDQ527059
Publication date: 16 May 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.02177
Asymptotic properties of parametric estimators (62F12) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Point estimation (62F10)
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Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ Fixed point characterizations of continuous univariate probability distributions and their applications ⋮ Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator ⋮ Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
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