Bounds for the normal approximation of the maximum likelihood estimator
The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a long established and famous result. This is a qualitative result and the assessment of such a normal approximation is our main interest. For this task we partly use Stein's method, which is a pro...
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University of Oxford
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.728909 |