Multivariate normal approximation of the maximum likelihood estimator via the delta method (Q2180265)

For the case when maximum likelihood estimators (MLE) can be written as a function of a sum of i.i.d. \(t\)-dimensional random vectors, this paper derived the explicit upper bounds on the distributional distance between the distribution of the MLE of a \(d\)-dimensional parameter and its asymptotic multivariate normal distribution.