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Asymptotics of Monte Carlo maximum likelihood estimators

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Asymptotic statistics, empirical process, importance sampling, maximum likelihood estimation, Monte Carlo method

On a Bahadur–Kiefer representation of von Mises statistic type for intermediate sample quantiles

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Bahadur–Kiefer type representation, intermediate sample quantiles, Bahadur–Kiefer processes, empirical processes, quantile processes, von Mises statistic type approximation, slightly trimmed sum.

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