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On the density of minimum contrast estimators - MaRDI portal

On the density of minimum contrast estimators (Q921769)

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scientific article; zbMATH DE number 4166359
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English
On the density of minimum contrast estimators
scientific article; zbMATH DE number 4166359

    Statements

    On the density of minimum contrast estimators (English)
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    1990
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    conditional inference
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    large deviation expansion
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    saddlepoint approximation
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    minimum contrast estimator
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    point process of local minima of the contrast function
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    density of the maximum likelihood estimator
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    ancillary statistic
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    Barndorff-Nielsen's formula
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    asymptotic approximation
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    Identifiers

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