An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data

DOI10.1080/03610928508829008zbMath0574.62031OpenAlexW2026474469MaRDI QIDQ3692620

James C. Spall

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508829008

zbMATH Keywords

sensitivity analysisapproximationinfluence functionTaylor seriesmaximum likelihood estimatesbiasimplicit function theoremclosed formwidth of confidence intervalsnonidentically distributed Gaussian dataoutlier influence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (2)

Weak convergence and the exponential rate of concentration for posterior density functions ⋮ An approximation for analyzing a broad class of implicitly and explicitly defined estimators

Cites Work

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• Detection of Influential Observation in Linear Regression
• Kronecker products and matrix calculus in system theory
• Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case

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