Rate of convergence of maximum likelihood density estimate to a normal law
From MaRDI portal
Publication:749077
DOI10.1007/BF00966459zbMath0712.62021MaRDI QIDQ749077
Publication date: 1990
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
smoothnessmaximum likelihood estimatorsgeneralization of a Berry-Esseen type inequalitylogarithmically concave densities
Cites Work
- Unnamed Item
- The Berry-Esseen bound for maximum likelihood estimates of translation parameter of truncated distribution
- The Berry-Esseen bound for minimum contrast estimates
- The accuracy of the normal approximation for minimum contrast estimates
- Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
- The accuracy of the normal approximation for estimates of vector parameters