Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data (Q1627568): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data	scientific article

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instance of

scholarly article

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title

Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data (English)

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author

Andreas Anastasiou

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published in

Electronic Journal of Statistics

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publication date

30 November 2018

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full work available at URL

https://arxiv.org/abs/1510.03679

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https://projecteuclid.org/euclid.ejs/1543568429

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zbMATH Keywords

multi-parameter maximum likelihood estimation

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multivariate normal approximation

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Stein's method

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describes a project that uses

gRc

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MaRDI profile type

MaRDI publication profile

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cites work

Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables

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Bounds for the asymptotic normality of the maximum likelihood estimator using the Delta method

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Bounds for the normal approximation of the maximum likelihood estimator

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Consistency and Asymptotic Normality of MLE's for Exponential Models

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Statistical Methods in Markov Chains

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Q3996777

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Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models

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Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case

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Extremal families and systems of sufficient statistics

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Q4382293

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On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples

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Bayesian precision and covariance matrix estimation for graphical Gaussian models with edge and vertex symmetries

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Optimal-order uniform and nonuniform bounds on the rate of convergence to normality for maximum likelihood estimators

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Optimal-order bounds on the rate of convergence to normality in the multivariate delta method

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Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition

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Q4404195

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Identifiers

zbMATH Open document ID

1406.62019

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DOI

10.1214/18-EJS1492

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1627568

@@ Property / arXiv ID @@
+.03679
@@ Property / arXiv ID: 1510.03679 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables
+Normal rank
@@ Property / cites work @@
+Bounds for the asymptotic normality of the maximum likelihood estimator using the Delta method
+Normal rank
@@ Property / cites work @@
+Bounds for the normal approximation of the maximum likelihood estimator
+Normal rank
@@ Property / cites work @@
+Consistency and Asymptotic Normality of MLE's for Exponential Models
+Normal rank
@@ Property / cites work @@
+Statistical Methods in Markov Chains
@@ Property / cites work: Statistical Methods in Markov Chains / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996777
@@ Property / cites work: Q3996777 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case
+Normal rank
@@ Property / cites work @@
+Extremal families and systems of sufficient statistics
+Normal rank
@@ Property / cites work @@
+Q4382293
@@ Property / cites work: Q4382293 / rank @@
+Normal rank
@@ Property / cites work @@
+On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples
+Normal rank
@@ Property / cites work @@
+Bayesian precision and covariance matrix estimation for graphical Gaussian models with edge and vertex symmetries
+Normal rank
@@ Property / cites work @@
+Optimal-order uniform and nonuniform bounds on the rate of convergence to normality for maximum likelihood estimators
+Normal rank
@@ Property / cites work @@
+Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
+Normal rank
@@ Property / cites work @@
+Multivariate normal approximation with Stein's method of exchangeable pairs under a general linearity condition
+Normal rank
@@ Property / cites work @@
+Q4404195
@@ Property / cites work: Q4404195 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128846502
@@ Property / Wikidata QID: Q128846502 / rank @@
+Normal rank