On fixed-width confidence intervals associated with maximum likelihood estimation

DOI10.1007/BF01053409zbMath0663.62091MaRDI QIDQ1114275

Yu, Kai Fun

Publication date: 1989

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

asymptotic efficiencyFisher informationmaximum likelihood estimatorasymptotic consistencyobserved Fisher informationfixed-width confidence interval

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Sequential estimation (62L12)

Related Items (5)

Fixed size confidence regions for parameters of threshold AR(1) models ⋮ Sequential Estimation in Binary Response Models with Fixed and Random Covariates ⋮ Approximations to expected stopping times with applications to sequential estimation ⋮ Fixed-width confidence interval based on a minimum Hellinger distance estimator ⋮ A robust sequential fixed-width confidence interval for count data based on Bhattacharyya-Hellinger distance estimator

Cites Work

• Sequential sampling based on the observed Fisher information to guarantee the accuracy of the maximum likelihood estimator
• A renewal theorem and its applications to some sequential procedures
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Linear Statistical Inference and its Applications
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On fixed-width confidence intervals associated with maximum likelihood estimation