Bounds for the normal approximation of the maximum likelihood estimator from m -dependent random variables
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- Anastasiou, Andreas, 2017. "Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 171-181.
- Alexander Shapiro & Jos Berge, 2002. "Statistical inference of minimum rank factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 79-94, March.
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Keywords
Maximum likelihood estimatorDependent random variablesNormal approximationStein’s method;JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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This paper has been announced in the following NEP Reports:- NEP-ECM-2018-06-25 (Econometrics)
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