Asymptotic cumulants of the estimator of the canonical parameter in the exponential family

DOI10.1016/j.jspi.2013.05.006zbMath1408.62040OpenAlexW2005019477MaRDI QIDQ393634

Haruhiko Ogasawara

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.05.006

zbMATH Keywords

asymptotic biasmean square errorCornish-Fisher expansionJeffreys priorweighted scorehigher-order asymptotic variancecurved exponential family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Bayesian inference (62F15)

Related Items

Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods ⋮ Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases ⋮ Asymptotic cumulants of the estimator of the canonical parameter in the exponential family ⋮ Optimal information criteria minimizing their asymptotic mean square errors ⋮ Matching pseudocounts for interval estimation of binomial and Poisson parameters

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