Skewness and kurtosis for maximum likelihood estimator in one-parameter exponential family models

zbMath1022.62021MaRDI QIDQ1403741

Sylvio José P. dos Santos, Francisco José de A. Cysneiros

Publication date: 16 October 2003

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic expansionEdgeworth expansionskurtosismaximum likelihood estimatorexponential familyskewnessgraphical analysis

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (1)

A matrix formula for the skewness of maximum likelihood estimators

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