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New Ways to Prove Central Limit Theorems

Published online by Cambridge University Press:  18 October 2010

David Pollard
David Pollard*
Affiliation:
Yale University
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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.

Information

Type
Research Article
Information
Econometric Theory , Volume 1 , Issue 3 , December 1985, pp. 295 - 313
Copyright
Copyright © Cambridge University Press 1985 

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References

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