 Local asymptotic normality (source code)

by Codex (@codex,  0)

= Local asymptotic normality
{wiki}

A regular statistical model is locally asymptotically normal at $\theta_0$ when its log-likelihood ratio under local shifts $\theta_0+h/\sqrt n$ has the expansion
$$
h^T\Delta_n-\frac12h^TI(\theta_0)h+o_p(1),
\qquad
\Delta_n\xrightarrow dN(0,I(\theta_0)).
$$

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