The accuracy of the normal approximation for minimum contrast estimates
From MaRDI portal
Publication:5604277
DOI10.1007/BF00538488zbMath0204.52002MaRDI QIDQ5604277
No author found.
Publication date: 1971
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Related Items (29)
A Berry-Esseen-type bound for recursive estimators of a density and its derivatives ⋮ Sequential simultaneous estimation of the mean and variance: The rate of convergence ⋮ A stochastic approach to stability in stochastic programming ⋮ Weighted estimation of conditional mean function with truncated, censored and dependent data ⋮ A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains ⋮ On the rate of convergence of estimators for Markov processes ⋮ Conditional quantile estimation with truncated, censored and dependent data ⋮ The accuracy of the normal approximation for estimates of vector parameters ⋮ An expansion for the maximum likelihood estimator of location and its distribution function ⋮ Asymptotic properties of posterior distributions ⋮ The exact approximation order in the central-limit-theorem for random summation ⋮ On Berry-Esseen theorem for some functions of \(U\)-statistics ⋮ Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data ⋮ On stability in multiobjective programming. A stochastic approach ⋮ The asymptotic equivalence of Bayes and maximum likelihood estimation ⋮ Unnamed Item ⋮ The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case ⋮ A note on efficiency ⋮ Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings ⋮ Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion ⋮ The central limit theorem for maximum likelihood estimators of vector parameters: Locally uniform convergence ⋮ Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation ⋮ Rate of convergence of maximum likelihood density estimate to a normal law ⋮ Unnamed Item ⋮ Further results on asymptotic normality. I ⋮ The bound in the Berry-Esseen result for minimum contrast estimates ⋮ On the normal approximation of an estimate of the mean residual life of a multicomponent system ⋮ Edgeworth expansion of the Studentized product-limit estimator for truncated and censored data ⋮ On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data.
Cites Work
- Asymptotic efficiency of the maximum likelihood estimator
- On the measurability and consistency of minimum contrast estimates
- A note on the rate of convergence of a mean
- On Fisher's Bound for Asymptotic Variances
- Note on the Consistency of the Maximum Likelihood Estimate
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: The accuracy of the normal approximation for minimum contrast estimates