Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables
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Publication:1687208
DOI10.1016/j.spl.2017.04.022zbMath1380.62100arXiv1609.05714OpenAlexW2962704047MaRDI QIDQ1687208
Publication date: 22 December 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.05714
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Point estimation (62F10) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (3)
Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators
Cites Work
- Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
- Bounds for the normal approximation of the maximum likelihood estimator
- A central limit theorem for \(m\)-dependent random variables
- On the existence and uniqueness of the maximum likelihood estimate of a vector-valued parameter in fixed-size samples
- \(L_1\) bounds for asymptotic normality of m-dependent sums using Stein's technique
- A central limit theorem for m-dependent random variables with unbounded m
- Normal Approximations with Malliavin Calculus
- Bounds for the asymptotic normality of the maximum likelihood estimator using the Delta method
- Statistical Methods in Markov Chains
- Normal Approximation by Stein’s Method
- A method for the derivation of limit theorems for sums of m-dependent random variables
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