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

Cited In (72)

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Likelihood asymptotics in nonregular settings: a review with emphasis on the likelihood ratio
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Asymptotic linearity of minimax estimators
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Asymptotic efficiency in semi-parametric models with censoring
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Limits of experiments associated with sampling plans
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The decomposition of the Fisher information
Minimum Kolmogorov distance estimates of parameters and parametrized distributions
Distributional divergence, statistical experiments and consequences in option pricing
Local asymptotic normality for randomly censored models with applications to rank tests
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A remark on approximate \(M\)-estimators
The minimum distance method of testing
Cramer-type conditions and quadratic mean differentiability
The limiting log-likelihood process for discontinuous density families
Hypothesis testing by convex optimization
Measure of information and contiguity
On adaptive estimation in nonstationary ARMA models with GARCH errors
Separation and probability of correct classification among two or more distributions
Local asymptotic normality and asymptotical minimax efficiency of the MLE under random censorship
Asymptotic linear expansion of regularized M-estimators
The weak convergence of the likelihood ratio random fields for Markov observations
Asymptotically multinomial experiments and the extension of a theorem of wald
Bounds for the asymptotic distribution of the likelihood ratio
Root- estimability of some missing data models
Stein 1956: Efficient nonparametric testing and estimation
Rates of uniform convergence of extreme order statistics
M-estimators converging to a stable limit
Local asymptotic minimax properties of Pitman estimates
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models
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A tutorial on Fisher information
Methods for the two-piece normal distribution
The implementation of the bayesian paradigm
Efficient estimation of functionals of the spectral density of stationary Gaussian fields
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
On the bayes risk incurred by using asymptotic shapes
Limits of translation invariant experiments
Between-group analysis with heterogeneous covariance matrices: The common principal component model
Asymptotic confidence intervals for Poisson regression
\(L_2\) differentiability of generalized linear models
On-line maximum likelihood prediction with respect to general loss functions
Large deviations for empirical probability measures and statistical tests
Asymptotically similar criteria
Smooth preferences and the approximate expected utility hypothesis
General chi-square goodness-of-fit tests with data-dependent cells
Two errors in statistical model fitting
Statistical estimation with model selection
A note on estimation and information topologies
On lower bounds of moderate large deviations of tests and estimators
Likelihood ratio of unidentifiable models and multilayer neural networks

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