Rate of convergence of maximum likelihood density estimate to a normal law

DOI10.1007/BF00966459zbMath0712.62021MaRDI QIDQ749077

Marijus Radavičius

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

smoothnessmaximum likelihood estimatorsgeneralization of a Berry-Esseen type inequalitylogarithmically concave densities

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

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• The Berry-Esseen bound for maximum likelihood estimates of translation parameter of truncated distribution
• The Berry-Esseen bound for minimum contrast estimates
• The accuracy of the normal approximation for minimum contrast estimates
• Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
• The accuracy of the normal approximation for estimates of vector parameters