Donsker-type theorems for nonparametric maximum likelihood estimators

DOI10.1007/s00440-006-0031-4zbMath1113.60028OpenAlexW2150631298MaRDI QIDQ880938

Richard Nickl

Publication date: 21 May 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-006-0031-4

zbMATH Keywords

Convolution productsDifferentiable functionalsNonparametric maximum likelihood estimatorPlug-in propertyUniform central limit theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Central limit and other weak theorems (60F05) Topological linear spaces of test functions, distributions and ultradistributions (46F05)

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