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THE UNIFORM LOCAL ASYMPTOTIC NORMALITY: AN EMPIRICAL PROCESS THEORY APPROACH

  • Published : 2003.08.01

Abstract

We investigate a uniform local asymptotic normality for likelihood ratio processes based on an independent and identically distributed local asymptotic problem. Our tool is an empirical process theory.

Keywords

local asymptotic problem;likelihood ratio processes;LAN;strong LAN;uniform LAN

References

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