Bounds for the normal approximation of the maximum likelihood estimator
While the asymptotic normality of the maximum likelihood estimator under regularity conditions is long established, in this paper we derive explicit bounds for the bounded Wasserstein distance between the distribution of the maximum likelihood estimator (MLE) and the normal distribution. For this ta...
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| Format: | Journal article |
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Bernoulli Society for Mathematical Statistics and Probability
2016
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