New Ways to Prove Central Limit Theorems

David Pollard

Econometric Theory, 1985, vol. 1, issue 3, 295-313

Abstract: 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.

Date: 1985
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