Asymptotics of Maximum Likelihood without the LLN or CLT or Sample Size Going to Infinity

DOI10.1214/12-IMSCOLL1001zbMath1327.62123arXiv1206.4762MaRDI QIDQ5499664

Charles J. Geyer

Publication date: 30 July 2015

Published in: Advances in Modern Statistical Theory and Applications: A Festschrift in honor of Morris L. Eaton (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.4762

zbMATH Keywords

Newton's methodmaximum likelihoodparametric bootstraplocally asymptotically normalquadraticityno-\(n\) asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Bootstrap, jackknife and other resampling methods (62F40)

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