The Berry-Esseen bound for minimum contrast estimates

DOI10.1007/BF02613813MaRDI QIDQ2546141zbMATH OpenOpenAlexFDO

Authors Johann Pfanzagl

Publication date 1971

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175471

Mathematics Subject Classification ID

Point estimation (62F10)

Cites work

• scientific article; zbMATH DE number 6696602 (Why is no real title available?)
• scientific article; zbMATH DE number 3126031 (Why is no real title available?)
• On the measurability and consistency of minimum contrast estimates
• The accuracy of the normal approximation for minimum contrast estimates

Cited in

(25)

• Bounds for the efficiency of approximately median unbiased estimates
• The asymptotic equivalence of Bayes and maximum likelihood estimation
• The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case
• The Berry-Esseen inequality for the distribution of the least square estimate
• Rates of convergence in the asymptotic normality for some local maximum estimators
• Estimation of smooth functionals in high-dimensional models: bootstrap chains and Gaussian approximation
• Berry-Esseen bounds for multivariate nonlinear statistics with applications to M-estimators and stochastic gradient descent algorithms
• Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process
• Further results on asymptotic normality. I
• On median unbiased estimates
• The bound in the Berry-Esseen result for minimum contrast estimates
• Optimal-order bounds on the rate of convergence to normality in the multivariate delta method
• Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling
• Berry–Esseen Bound for a Class of NormalizedL-Statistics
• Estimation of the drift for diffusion process
• Asymptotic properties of posterior distributions
• A uniform Berry-Esseen theorem on M-estimators for geometrically ergodic Markov chains
• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
• Berry-Esseen bound for parameter estimation in some time inhomogeneous diffusions and applications
• On the rate of convergence of estimators for Markov processes
• The accuracy of the normal approximation for estimates of vector parameters
• Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings
• Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process
• Rate of convergence of maximum likelihood density estimate to a normal law

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