Bounds for the normal approximation of the maximum likelihood estimator
<p>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...
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Médium: | Diplomová práce |
Jazyk: | English |
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2016
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