On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates

Cited in

(72)

A new method for estimation and model selection: \(\rho\)-estimation
On adaptive estimation in nonstationary ARMA models with GARCH errors
Separation and probability of correct classification among two or more distributions
On the bayes risk incurred by using asymptotic shapes
A remark on approximate \(M\)-estimators
A note on estimation and information topologies
Hypothesis testing by convex optimization
\(L_2\) differentiability of generalized linear models
On combinatorial testing problems
Limits of translation invariant experiments
On estimation and adaptive estimation for locally asymptotically normal families
Between-group analysis with heterogeneous covariance matrices: The common principal component model
Asymptotic efficiency in semi-parametric models with censoring
The decomposition of the Fisher information
Bounds for the asymptotic distribution of the likelihood ratio
General chi-square goodness-of-fit tests with data-dependent cells
A note on asymptotic inference in a class of non-stationary processes
Root- estimability of some missing data models
Methods for the two-piece normal distribution
Minimum Kolmogorov distance estimates of parameters and parametrized distributions
On-line maximum likelihood prediction with respect to general loss functions
Asymptotics for likelihood ratio tests under loss of identifiability
The weak convergence of the likelihood ratio random fields for Markov observations
Stein 1956: Efficient nonparametric testing and estimation
Distributional divergence, statistical experiments and consequences in option pricing
Asymptotically multinomial experiments and the extension of a theorem of wald
Cramer-type conditions and quadratic mean differentiability
The implementation of the bayesian paradigm
On lower bounds of moderate large deviations of tests and estimators
Local asymptotic normality for randomly censored models with applications to rank tests
Asymptotic confidence intervals for Poisson regression
The weak convergence of likelihood ratio random fields and its applications
Local asymptotic minimax properties of Pitman estimates
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities
Rates of uniform convergence of extreme order statistics
Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship
Asymptotically similar criteria
A tutorial on Fisher information
Efficient estimation of functionals of the spectral density of stationary Gaussian fields
scientific article; zbMATH DE number 7415111 (Why is no real title available?)
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
On the weak convergence of likelihood ratio processes of general statistical parametric models
Large deviations for empirical probability measures and statistical tests
On the consistency of the maximum likelihood estimator for the three parameter lognormal distribution
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
Limits of experiments associated with sampling plans
The local asymptotic minimax adaptive property of a recursive estimate
A comparison between two distance-based discriminant principles
Measure of information and contiguity
Sur la convergence du processus de vraisemblance en variables markoviennes
Two errors in statistical model fitting
Asymptotic linear expansion of regularized M-estimators
Likelihood ratio of unidentifiable models and multilayer neural networks
M-estimators converging to a stable limit
The distribution of total variation distance, with applications to simultaneous confidence intervals
Statistical estimation with model selection
Smooth preferences and the approximate expected utility hypothesis
The minimum distance method of testing
The limiting log-likelihood process for discontinuous density families
Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
Inférence statistique dans les processus stochastiques: Aperçu historique
Should data ever be thrown away? Pooling interval-censored data sets with different precision
Asymptotic Properties of Stationary Solutions of Coupled Nonconvex Nonsmooth Empirical Risk Minimization
One-Step Estimation with Scaled Proximal Methods
Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
Asymptotic linearity of minimax estimators
Global asymptotic properties of risk functions in estimation
On the cramer-frechet-rao inequality for translation parameter in the case of finite support
Uniformly adaptive estimation for models with arma errors
Asymptotically Fully Efficient Fixed-Width Confidence Intervals for a Location Parameter
On the optimal error exponents for classical and quantum antidistinguishability
Sparse estimation for generalized exponential marked Hawkes process

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