Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods

DOI10.1016/j.jmva.2015.12.015zbMath1338.62064OpenAlexW2237533610MaRDI QIDQ272057

Haruhiko Ogasawara

Publication date: 20 April 2016

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.12.015

zbMATH Keywords

Lagrange multipliersasymptotic cumulantsone-sided confidence intervalsweighted score

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15)

Related Items (2)

PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS ⋮ Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
• Cornish-Fisher expansions using sample cumulants and monotonic transformations
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Statistical analysis of curved probability densities
• Asymptotic theory of statistical inference for time series
• Advances in ranking and selection, multiple comparisons, and reliability. Methodology and applications.
• Differential-geometrical methods in statistics
• THE ESTIMATION AND SIGNIFICANCE OF THE LOGARITHM OF A RATIO OF FREQUENCIES
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• On estimating binomial response relations
• The Lagrangian Multiplier Test
• Maximum-Likelihood Estimation of Parameters Subject to Restraints
• Simple and Effective Confidence Intervals for Proportions and Differences of Proportions Result from Adding Two Successes and Two Failures
• Bias Adjustment Minimizing the Asymptotic Mean Square Error
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• Modified t Tests and Confidence Intervals for Asymmetrical Populations
• Bias reduction of maximum likelihood estimates
• Higher‐order asymptotics under model misspecification
• SIMPLIFIED FORMULAE FOR STANDARD ERRORS IN MAXIMUM‐LIKELIHOOD FACTOR ANALYSIS
• APPROXIMATE CONFIDENCE INTERVALS
• An invariant form for the prior probability in estimation problems
• Maximum Likelihood Estimation of Misspecified Models
• Two score and 10 years of score tests
• Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results

This page was built for publication: Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods