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math.ST2016
Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables
Andreas Anastasiou
The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a long established result. Explicit bounds for the distributional distance between the distribution of the MLE…
math.ST2016
Multivariate normal approximation of the maximum likelihood estimator via the delta method
Andreas Anastasiou, Robert E. Gaunt
We use the delta method and Stein's method to derive, under regularity conditions, explicit upper bounds for the distributional distance between the distribution of the maximum lik…