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Sibirskii Matematicheskii Zhurnal, 2003, Volume 44, Number 3, Pages 521–541 (Mi smj1195)  
This article is cited in 1 scientific paper (total in 1 paper)

Convergence rate of the distributions of normalized maximum likelihood estimators for irregular parametric families

I. S. Borisova, D. V. Mironovb

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences
b Novosibirsk State University, Mechanics and Mathematics Department
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Abstract: We study the convergence rate of the distributions of normalized maximum likelihood estimators defined by a parametric family of discontinuous multidimensional densities in the case of a vector parameter.
Keywords: maximum likelihood estimator, likelihood ratio process, generalized Poisson process, asymptotic factorization of distributions.
Received: 26.11.2002
English version:
Siberian Mathematical Journal, 2003, Volume 44, Issue 3, Pages 411–427
DOI: https://doi.org/10.1023/A:1023804612877
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: I. S. Borisov, D. V. Mironov, “Convergence rate of the distributions of normalized maximum likelihood estimators for irregular parametric families”, Sibirsk. Mat. Zh., 44:3 (2003), 521–541; Siberian Math. J., 44:3 (2003), 411–427
Citation in format AMSBIB
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\jour Siberian Math. J.
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\pages 411--427
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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