The Density of the Maximum Likelihood Estimator

DOI10.1111/1468-0262.00086zbMath1056.62506OpenAlexW2059255554MaRDI QIDQ4799861

Grant Hillier, Mark Armstrong

Publication date: 1999

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1468-0262.00086

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (6)

Almost sure uniqueness of a global minimum without convexity ⋮ TRANSFORMATIONS FOR MULTIVARIATE STATISTICS ⋮ MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS ⋮ An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters ⋮ EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS ⋮ YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS

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