New Ways to Prove Central Limit Theorems
This paper describes some techniques for proving asymptotic normality of statistics defined by maximization of random criterion function. The techniques are based on a combination of recent results from the theory of empirical processes and a method of Huber for the study of maximum likelihood estimators under nonstandard conditions.
Year of publication: |
1985
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Authors: | Pollard, David |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 1.1985, 03, p. 295-313
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
Saved in favorites
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