Necessary and sufficient conditions for the asymptotic normality of higher order Turing estimators
Jie Chang, Michael Grabchak · Bernoulli · 2023
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.