Asymptotic accuracy of the saddlepoint approximation for maximum likelihood estimation

DOI10.1214/22-AOS2169WikidataQ114060460 ScholiaQ114060460MaRDI QIDQ2091826

Jesse Goodman

Publication date: 2 November 2022

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

Full work available at URL: https://arxiv.org/abs/2005.11028

zbMATH Keywords

saddlepoint approximationmaximum likelihood estimationapproximation error

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

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• On asymptotic validity of naive inference with an approximate likelihood
• Saddlepoint Approximations in Statistics
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• Parameter estimation for discretely observed linear birth‐and‐death processes

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