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- W4288804002 abstract "We give an asymptotic development of the maximum likelihood estimator (MLE), or any other estimator defined implicitly, in a way which involves the limiting behavior of the score and its higher-order derivatives. This development, which is explicitly computable, gives some insights about the non-asymptotic behavior of the renormalized MLE and its departure from its limit. We highlight that the results hold whenever the score and its derivative converge, including to non Gaussian limits." @default.
- W4288804002 created "2022-07-30" @default.
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- W4288804002 date "2022-07-28" @default.
- W4288804002 modified "2023-09-26" @default.
- W4288804002 title "Beyond the delta method" @default.
- W4288804002 doi "https://doi.org/10.48550/arxiv.2207.13954" @default.
- W4288804002 hasPublicationYear "2022" @default.
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