Asymptotic behavior of maximum likelihood estimators

DOI10.1137/S0040585X97T992914MaRDI QIDQ7320868zbMATH OpenFDO

Authors Alexander V. Bulinski, N. A. Slepov

Publication date 27 August 2026

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0040585X97T992914

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Statistics (62-XX)

Cites work

• A Remark on Stirling's Formula
• An Introduction to Stein's Method
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• Bounding Kolmogorov distances through Wasserstein and related integral probability metrics
• Bounds for the asymptotic normality of the maximum likelihood estimator using the Delta method
• Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators
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• Delta method, asymptotic distribution
• Fundamentals of Stein's method
• scientific article; zbMATH DE number 1195783 (Why is no real title available?)
• scientific article; zbMATH DE number 3438144 (Why is no real title available?)
• Modern Theory of Summation of Random Variables
• Normal Approximation by Stein’s Method
• On the convergence rate in Lyapunov's theorem
• On the Medians of Gamma Distributions and an Equation of Ramanujan
• Stein's method and characteristic functions
• Stein's method meets computational statistics: a review of some recent developments
• The methods of distances in the theory of probability and statistics.
• Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator

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