Pfanzagl, J.; Wefelmeyer, W. - In: Journal of Multivariate Analysis 8 (1978) 1, pp. 1-29
Let [theta](n) denote the maximum likelihood estimator of a vector parameter, based on an i.i.d. sample of size n. The class of estimators [theta](n) + n-1 q([theta](n)), with q running through a class of sufficiently smooth functions, is essentially complete in the following sense: For any...