More higher-order efficiency: Concentration probability

DOI10.1006/jmva.1998.1770zbMath0941.62026OpenAlexW2043302835MaRDI QIDQ1275420

Yutaka Kano

Publication date: 13 August 2000

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

Full work available at URL: https://doi.org/10.1006/jmva.1998.1770

zbMATH Keywords

Edgeworth expansionsmaximum likelihood estimatorsFisher-consistencybias adjustmentcurved exponential distributions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (2)

An expansion for the maximum likelihood estimator of location and its distribution function ⋮ An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions

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