A characterization of limiting distributions of regular estimates

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The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
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On Fisher's Bound for Asymptotic Variances
Asymptotic efficiency of the maximum likelihood estimator
Asymptotic Efficiency of the Maximum Likelihood Estimator
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Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
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Cited In (94)

Contiguity and irreconcilable nonstandard asymptotics of statistical tests
On the asymptotic efficiency of GMM
On stable laws for estimating functions and derived estimators
Asymptotic inference for continuous-time Markov chains
On methods of sieves and penalization
The semiparametric Bernstein-von Mises theorem
Hájek-Inagaki representation theorem, under a general stochastic processes framework, based on stopping times
Asymptotic efficiency in semi-parametric models with censoring
Semiparametric efficient adaptive estimation of the GJR-GARCH model
Semiparametric efficient adaptive estimation of asymmetric GARCH models
Efficient Estimation for Semiparametric Semi-Markov Processes
Asymptotically efficient estimation of linear functionals in inverse regression models
The statistical work of Lucien Le Cam.
The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend
Estimating functionals of the error distribution in parametric and nonparametric regression
Asymptotic properties of Rao's test for testing hypotheses in discrete parameter stochastic processes
Some developments in semiparametric statistics
Maximal uniform convergence rates in parametric estimation problems
Asymptotic theorems for estimating the distribution function under random truncation
The local asymptotic normality of a class of generalized random coefficient autoregressive processes
The convolution theorem for estimating linear functionals in indirect nonparametric regression models
Non-parametric applications of an infinite dimensional convolution theorem
Efficient shrinkage in parametric models
Estimating discontinuous periodic signals in a time inhomogeneous diffusion
On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
Adaptive estimation in time-series models
Efficient estimation in semiparametric GARCH models
Information bounds for Gibbs samplers
Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes
The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
Asymptotic inference for Markov step processes: Observation up to a random time
Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
Weighted least squares estimators in possibly misspecified nonlinear regression
An efficient estimator for Gibbs random fields
A third-order optimum property of the maximum likelihood estimator
Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation
\(U\)-statistic with side information
The indirect method: inference based on intermediate statistics -- a synthesis and examples
Title not available (Why is that?)
Estimates of relative risk
Root- estimability of some missing data models
Efficiency. of infinite dimensional M‐ estimators
Local asymptotic minimax properties of Pitman estimates
More higher-order efficiency: Concentration probability
A note on asymptotic inference in a class of non-stationary processes
An infinite dimensional convolution theorem with applications to random censoring and missing data models
A Cramér-Rao inequality for non-differentiable models
Convergence of stochastic empirical measures
Efficient estimation of spectral functionals for continuous-time stationary models
Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
The asymptotic spread of estimators
On local asymptotic normality for birth and death on a flow
The Hájek convolution theorem and empirical Bayes estimation: Parametrics, semiparametrics and nonparametrics
Limiting experiments and asymptotic bounds on the performance of sequence of estimators
A characterization of limiting distributions of estimators in an autoregressive process
A statistically important Gaussian process
Estimating a Stability Parameter: Asymptotics and Simulations
On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki
Stable convergence of the log-likelihood ratio to a mixture of infinitely divisible distributions
A uniform condition of local asymptotic normality
Asymptotically optimal estimation in misspecified time series models
Asymptotic minimax estimation in semiparametric models
On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki
Statistical estimation with model selection
Parametric embedding of nonparametric inference problems
Efficient estimation in smooth threshold autoregressive(1) models
Factorizing the information contained in an experiment, conditionally on the observed value of a statistic
Information and asymptotic efficiency of the case-cohort sampling design in Cox's regression model
Contamination games in a robust k–sample model
Asymptotic efficiency of estimation in the partial Koziol-Green model
A note on the local asymptotically minimax rate for estimating a crossing point in a diagnostic marker problem
LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process
Optimal plug-in estimators for multivariate distributions with conditionally independent components
Toward Computerized Efficient Estimation in Infinite-Dimensional Models
Variance bounds for estimators in autoregressive models with constraints
Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems
LAMN in a class of parametric models for null recurrent diffusions
Are Super-efficient Estimators Super-powerful?
A revisit to Le Cam's first lemma
Stein 1956: Efficient nonparametric testing and estimation
Global asymptotic properties of risk functions in estimation
The van Trees inequality in the spirit of Hájek and Le Cam
A tutorial on Fisher information
Efficiency in local differential privacy
LAMN property for jump diffusion processes with discrete observations on a fixed time interval
Confidence intervals for the selected population in randomized trials that adapt the population enrolled
Model robust inference with two-stage maximum likelihood estimation for copulas
Should data ever be thrown away? Pooling interval-censored data sets with different precision
Asymptotic Risk and Bayes Risk of Thresholding and Superefficient Estimates and Optimal Thresholding
Asymptotically similar criteria
Asymptotic linearity of minimax estimators
Likelihood theory for the graph Ornstein-Uhlenbeck process
Malliavin calculus techniques for local asymptotic mixed normality and their application to hypoelliptic diffusions

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