On the Standard Asymptotic Confidence Ellipsoids of Wald (Q4712093)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the Standard Asymptotic Confidence Ellipsoids of Wald |
scientific article; zbMATH DE number 6092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Standard Asymptotic Confidence Ellipsoids of Wald |
scientific article; zbMATH DE number 6092 |
Statements
On the Standard Asymptotic Confidence Ellipsoids of Wald (English)
0 references
25 June 1992
0 references
heteroscedastic normal experiments
0 references
Wald's approximations
0 references
LAN assumptions
0 references
Euclidean space
0 references
inverse covariance matrix
0 references
asymptotic optimality properties
0 references
chi-square type statistic
0 references
maximum likelihood estimate
0 references
Fisher information matrix
0 references
confidence ellipsoids
0 references
monotone function of Hellinger distance
0 references
Wald's procedure
0 references
examples
0 references
