Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators

18 November 2021

Papers citing "Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators"

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Title
Berry--Esseen Bounds for Multivariate Nonlinear Statistics with Applications to M-estimators and Stochastic Gradient Descent Algorithms Q. Shao Zhuohui Zhang 21 24 0 09 Feb 2021
Asymptotic analysis of maximum likelihood estimation of covariance parameters for Gaussian processes: an introduction with proofs François Bachoc 22 13 0 15 Sep 2020
Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator Andreas Anastasiou Robert E. Gaunt 15 9 0 11 May 2020
Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes François Bachoc José Bétancourt Reinhard Furrer T. Klein 11 12 0 25 Nov 2019
Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT Andreas Anastasiou Krishnakumar Balasubramanian Murat A. Erdogdu 23 38 0 03 Apr 2019
Spatial Blind Source Separation François Bachoc M. Genton K. Nordhausen A. Ruiz-Gazen Joni Virta 95 25 0 21 Dec 2018
Bounds for the asymptotic distribution of the likelihood ratio Andreas Anastasiou Gesine Reinert 14 17 0 10 Jun 2018
Uniformly valid confidence intervals post-model-selection François Bachoc David Preinerstorfer Lukas Steinberger 57 48 0 03 Nov 2016
Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables Andreas Anastasiou 23 22 0 19 Sep 2016
Multivariate normal approximation of the maximum likelihood estimator via the delta method Andreas Anastasiou Robert E. Gaunt 29 14 0 13 Sep 2016
On the smallest eigenvalues of covariance matrices of multivariate spatial processes François Bachoc Reinhard Furrer 41 14 0 09 Feb 2016
Assessing the multivariate normal approximation of the maximum likelihood estimator from high-dimensional, heterogeneous data Andreas Anastasiou 18 13 0 13 Oct 2015
Bounds for the asymptotic normality of the maximum likelihood estimator using the Delta method Andreas Anastasiou Christophe Ley 11 13 0 20 Aug 2015
Asymptotic properties of multivariate tapering for estimation and prediction Reinhard Furrer François Bachoc Juan Du 32 35 0 05 Jun 2015
Bounds for the normal approximation of the maximum likelihood estimator Andreas Anastasiou Gesine Reinert 18 11 0 10 Nov 2014
Valid post-selection inference R. Berk L. Brown A. Buja Kai Zhang Linda H. Zhao 114 583 0 05 Jun 2013
Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes François Bachoc 65 57 0 18 Jan 2013
Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification François Bachoc 50 227 0 18 Jan 2013
Model Selection Principles in Misspecified Models Jinchi Lv Jun S. Liu 97 141 0 29 May 2010
Optimal-order bounds on the rate of convergence to normality in the multivariate delta method I. Pinelis Raymond Molzon 79 48 0 31 May 2009

Bounds in L1L^1L1 Wasserstein distance on the normal approximation of general M-estimators

Papers citing "Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators"

Bounds in $L^1$ Wasserstein distance on the normal approximation of general M-estimators