Asymptotic Normality
Asymptotic Normality is a theoretical property of an estimator stating that, as the sample size approaches infinity, the distribution of the estimator converges to a normal distribution centered at the true parameter value, with variance decreasing at a rate proportional to the inverse of the sample size.
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Robust Estimation of a Location Parameter
Peter J. Huber · The Annals of Mathematical Statistics · 1964 · 7K citations · Full text
Large sample estimation and hypothesis testing
Whitney K. Newey, Daniel McFadden · RePEc: Research Papers in Economics · 1986 · 2.2K citations
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Cornell University
Ithaca, United States
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64 publications
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Yale University
New Haven, United States
31 h-index
55 publications
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Pennsylvania State University
State College, United States
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62 publications
4.2K citations
Stanford University
Stanford, United States
29 h-index
74 publications
8K citations
Texas A&M University
College Station, United States
28 h-index
76 publications
4.3K citations
Princeton University
Princeton, United States
26 h-index
64 publications
6.3K citations
University of North Carolina at Chapel Hill
Chapel Hill, United States
26 h-index
73 publications
3.8K citations
North Carolina State University
Raleigh, United States
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