The accuracy of the normal approximation for minimum contrast estimates

DOI10.1007/BF00538488zbMATH Open0204.52002MaRDI QIDQ5604277FDOQ5604277

Authors:

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Cites Work

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• Note on the Consistency of the Maximum Likelihood Estimate
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• On the measurability and consistency of minimum contrast estimates
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• A note on the rate of convergence of a mean
• On Fisher's Bound for Asymptotic Variances
• Asymptotic efficiency of the maximum likelihood estimator
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Cited In (29)

• On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data.
• The central limit theorem for maximum likelihood estimators of vector parameters: Locally uniform convergence
• The accuracy of the normal approximation for estimates of vector parameters
• On the rate of convergence of estimators for Markov processes
• Further results on asymptotic normality. I
• Rate of convergence for a class of RCA estimators
• Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation
• The asymptotic equivalence of Bayes and maximum likelihood estimation
• The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case
• An expansion for the maximum likelihood estimator of location and its distribution function
• Edgeworth expansion of the Studentized product-limit estimator for truncated and censored data
• On stability in multiobjective programming. A stochastic approach
• Rate of convergence of maximum likelihood density estimate to a normal law
• Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion
• A stochastic approach to stability in stochastic programming
• The bound in the Berry-Esseen result for minimum contrast estimates
• Conditional quantile estimation with truncated, censored and dependent data
• A Berry-Esseen-type bound for recursive estimators of a density and its derivatives
• Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings
• Weighted estimation of conditional mean function with truncated, censored and dependent data
• On Berry-Esseen theorem for some functions of \(U\)-statistics
• Bootstrap in nonstationary autoregression.
• Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
• On the normal approximation of an estimate of the mean residual life of a multicomponent system
• The exact approximation order in the central-limit-theorem for random summation
• A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains
• Sequential simultaneous estimation of the mean and variance: The rate of convergence
• A note on efficiency
• Asymptotic properties of posterior distributions

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