Optimal-order bounds on the rate of convergence to normality in the multivariate delta method

DOI10.1214/16-EJS1133zbMath1337.60024arXiv0906.0177OpenAlexW2963386773MaRDI QIDQ276236

Raymond Molzon, Iosif Pinelis

Publication date: 3 May 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.0177

zbMATH Keywords

convergence ratesexponential inequalitiesdelta methodmaximum likelihood estimatorsBerry-Esseen boundscanonical correlationsphericity testCramér's tiltnoncentral Hotelling statisticnoncentral student statisticnonlinear statisticsPearson's correlation coefficient

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Asymptotic properties of parametric tests (62F05)

Related Items (14)

Optimal-order bounds on the rate of convergence to normality in the multivariate delta method ⋮ Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data ⋮ On the \(T\)-test ⋮ Stein's method for functions of multivariate normal random variables ⋮ Bounds for the normal approximation of the maximum likelihood estimator from \(m\)-dependent random variables ⋮ Bounds in \(L^1\) Wasserstein distance on the normal approximation of general M-estimators ⋮ Infinite volume Gibbs states and metastates of the random field mean-field spherical model ⋮ Exact Bounds on the Truncated-Tilted Mean, with Applications ⋮ Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion ⋮ Bootstrapping and sample splitting for high-dimensional, assumption-lean inference ⋮ On principal components regression with Hilbertian predictors ⋮ An asymptotically optimal transform of Pearson's correlation statistic ⋮ Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator ⋮ On universally consistent and fully distribution-free rank tests of vector independence

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