An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters

DOI10.1016/0047-259X(75)90056-1zbMath0296.62021MaRDI QIDQ1213709

Reinhard Michel

Publication date: 1975

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

Related Items (7)

Second-Order Powers of a Class of Tests in the Presence of a Nuisance Parameter ⋮ Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model ⋮ Second-Order Power Comparison of Tests ⋮ Comparison of Bartlett-type adjusted tests in the multiparameter case ⋮ A third-order optimum property of the maximum likelihood estimator ⋮ A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions ⋮ Second order asymptotics in nonlinear regression

Cites Work

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• Results on probabilities of moderate deviations
• Asymptotic expansions related to minimum contrast estimators
• An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
• An Asymptotic Expansion for the Distribution of Sums of a Special Form with an Application to Minimum-Contrast Estimates
• An Asymptotic Expansion for the Maximum Likelihood Estimate of a Vector Parameter

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