Unlock: Asymptotic Statistics: M-Estimators, Delta Method, LAN

The large-sample toolbox for statistical inference: continuous mapping theorem, Slutsky, the delta method, M- and Z-estimator consistency and asymptotic normality, MLE as a special M-estimator, local asymptotic normality (Le Cam), the asymptotic equivalence of Wald / score / likelihood-ratio tests, and influence-function representations. These results justify essentially every confidence interval, standard error, and p-value in applied statistics, and they are the language of modern semiparametric theory.