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Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators
This paper establishes necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators. It further gives several easy to verify sufficient conditions. These conditions are then used to show that the assumptions hold for large classes of distributions with regularly varying tails. This includes classes for which asymptotic normality had not been previously verified.
期刊介绍:
BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work.
BERNOULLI will publish:
Papers containing original and significant research contributions: with background, mathematical derivation and discussion of the results in suitable detail and, where appropriate, with discussion of interesting applications in relation to the methodology proposed.
Papers of the following two types will also be considered for publication, provided they are judged to enhance the dissemination of research:
Review papers which provide an integrated critical survey of some area of probability and statistics and discuss important recent developments.
Scholarly written papers on some historical significant aspect of statistics and probability.