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

DOI10.1214/23-ejs2132arXiv2111.09721OpenAlexW3214621377MaRDI QIDQ6158227

Max Fathi, François Bachoc

Publication date: 31 May 2023

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.09721

zbMATH Keywords

asymptotic normalitycentral limit theoremlogistic regressionWasserstein distancecross validationparametric estimation

Mathematics Subject Classification ID

Statistics (62-XX)

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