Rate of convergence of maximum likelihood density estimate to a normal law

DOI10.1007/BF00966459zbMATH Open0712.62021MaRDI QIDQ749077FDOQ749077

Authors: Marijus Radavičius 

Publication date: 1990

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

maximum likelihood estimatorssmoothnessgeneralization of a Berry-Esseen type inequalitylogarithmically concave densities

Mathematics Subject Classification ID

Point estimation (62F10)

Cites Work

• The Berry-Esseen bound for minimum contrast estimates
• The accuracy of the normal approximation for estimates of vector parameters
• Title not available (Why is that?)
• The accuracy of the normal approximation for minimum contrast estimates
• Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
• The Berry-Esseen bound for maximum likelihood estimates of translation parameter of truncated distribution

Cited In (4)

• The rate of convergence to the normal distribution law
• Rate of convergence of the risk estimate distribution to the normal law using FDR multiple hypothesis testing with inverting linear homogeneous operators
• Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
• Concentration inequality of maximum likelihood estimator

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