Sequential sampling based on the observed Fisher information to guarantee the accuracy of the maximum likelihood estimator

DOI10.1214/aos/1176346057zbMath0514.62088OpenAlexW2094830561MaRDI QIDQ1051382

J. Blot

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346057

zbMATH Keywords

asymptotic normalityFisher informationlocation familysequential samplingMonte-Carlo simulationsaccuracy of maximum likelihood estimatordistribution of sequential sample sizefixed sample size conditional likelihood inferencefixed sample-size approximate ancillary statistic for two- dimensional curved exponential families

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Foundations and philosophical topics in statistics (62A01) Sequential statistical design (62L05) Sufficient statistics and fields (62B05)

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