Asymptotics of Maximum Likelihood without the LLN or CLT or Sample Size Going to Infinity
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Publication:5499664
DOI10.1214/12-IMSCOLL1001zbMath1327.62123arXiv1206.4762MaRDI QIDQ5499664
Publication date: 30 July 2015
Published in: Advances in Modern Statistical Theory and Applications: A Festschrift in honor of Morris L. Eaton (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.4762
Newton's method; maximum likelihood; parametric bootstrap; locally asymptotically normal; quadraticity; no-\(n\) asymptotics
62F12: Asymptotic properties of parametric estimators
60F05: Central limit and other weak theorems
62F40: Bootstrap, jackknife and other resampling methods
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