How large a sample is needed for the maximum likelihood estimator to be approximately Gaussian?

DOI10.1088/0305-4470/25/13/027zbMath0753.62009OpenAlexW2045274371MaRDI QIDQ4022425

Samuel L. Braunstein

Publication date: 17 January 1993

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0305-4470/25/13/027

zbMATH Keywords

design of experimentsasymptotic expansionscentral limit theoremmaximum-likelihood estimatortranslation familiesmultivariate distributionsGaussian approximationlikelihood equationone-parameter familiesasymptotic Gaussiancorrections for finite sample sizes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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