The asymptotic variance and skewness of maximum likelihood estimators using Maple

DOI10.1080/00949650412331321142zbMath1115.62027OpenAlexW1970400524MaRDI QIDQ3432661

K. O. Bowman, L. R. Shenton

Publication date: 18 April 2007

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650412331321142

zbMATH Keywords

covariance matrixbinomial mixturesHessian matrixlogarithmic derivativesPoisson mixtureshybrid mixtures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Software, source code, etc. for problems pertaining to statistics (62-04) Asymptotic distribution theory in statistics (62E20)

Related Items (4)

A matrix formula for the skewness of maximum likelihood estimators ⋮ Efficient belief propagation in second-order Bayesian networks for singly-connected graphs ⋮ Pooled estimators for the shape parameter of the three parameter gamma distribution ⋮ Asymptotic skewness in Birnbaum-Saunders nonlinear regression models

Uses Software

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Cites Work

• Asymptotic skewness and the distribution of maximum likelihood esimators
• Two new properties of mathematical likelihood
• The asymptotic kurtosis for maximum likelihood estimators
• The Estimation of Many Parameters
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