A second-order investigation of asymptotic ancillarity

DOI10.1214/AOS/1176349537zbMath0611.62012OpenAlexW2018074954MaRDI QIDQ1087257

Ib Michael Skovgaard

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1214/aos/1176349537

zbMATH Keywords

likelihood ratio testmaximum likelihood estimationFisher informationdeficiencyloss of informationobserved Fisher informationapproximate ancillarityinverse variancesecond-order Edgeworth expansion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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