Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators (Q6158227): Difference between revisions

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+Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables
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+Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data
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+Multivariate normal approximation of the maximum likelihood estimator via the delta method
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+Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator
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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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+Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
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+Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes
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+Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs
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+Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes
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+Spatial blind source separation
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+Uniformly valid confidence intervals post-model-selection
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+A Berry–Esséen Bound for M‐estimators
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+Valid post-selection inference
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+Stein's method for normal approximation in Wasserstein distances with application to the multivariate central limit theorem
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+Q4907706
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+A new method of normal approximation
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+Fluctuations of eigenvalues and second order Poincaré inequalities
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+Superconcentration and Related Topics
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+Statistics for Spatial Data
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+Malliavin and Dirichlet structures for independent random variables
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+On the size of chaos via Glauber calculus in the classical mean-field dynamics
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+Maximum likelihood estimation in misspecified generalized linear models
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+Asymptotic properties of multivariate tapering for estimation and prediction
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+Cross-covariance functions for multivariate geostatistics
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+A characterization of dimension free concentration in terms of transportation inequalities
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+Local linear spatial quantile regression
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+Strong identifiability and optimal minimax rates for finite mixture estimation
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+Multidimensional two-component Gaussian mixtures detection
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+Stein's method, logarithmic Sobolev and transport inequalities
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+Model Selection Principles in Misspecified Models
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+Maximum likelihood estimation of models for residual covariance in spatial regression
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+The functional Breuer-Major theorem
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+Stein's method on Wiener chaos
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+Normal Approximations with Malliavin Calculus
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+Quantitative Breuer-Major theorems
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+Second order Poincaré inequalities and CLTs on Wiener space
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+Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
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+Multivariate normal approximation using Stein's method and Malliavin calculus
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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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+Design of experiments in nonlinear models. Asymptotic normality, optimality criteria and small-sample properties
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+Fundamentals of Stein's method
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+Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms
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+Q4864293
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+Asymptotic Statistics
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+High-Dimensional Probability
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+Maximum Likelihood Estimation of Misspecified Models
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+Inconsistent Estimation and Asymptotically Equal Interpolations in Model-Based Geostatistics
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+Publication:6158227