An expansion for the maximum likelihood estimator of location and its distribution function

DOI10.1214/08-BJPS007zbMath1298.62040arXiv0912.0842MaRDI QIDQ462987

Shanti A. Venetiaan

Publication date: 22 October 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.0842

Mathematics Subject Classification ID

Point estimation (62F10) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

An expansion for the maximum likelihood estimator of location and its distribution function ⋮ Optimizing Lengths of Confidence Intervals: Fourth-Order Efficiency in Location Models

Cites Work

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• An expansion for the maximum likelihood estimator of location and its distribution function
• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Asymptotic expansions for the power of distributionfree tests in the two- sample problem
• More higher-order efficiency: Concentration probability
• Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh
• Asymptotic expansions related to minimum contrast estimators
• On the Edgeworth Expansion for the Logarithm of the Likelihood Ratio. I
• An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
• Some Limit Theorems for Large Deviations
• The accuracy of the normal approximation for minimum contrast estimates
• The bootstrap and Edgeworth expansion

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