Approximate likelihood and probability calculations based on transforms

DOI10.1214/aos/1176346716zbMath0542.62001OpenAlexW1983855968MaRDI QIDQ795417

Rollin Brant

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346716

zbMATH Keywords

Fisher informationEdgeworth expansionslikelihood estimationapproximate likelihoodscore functionexponential transformationleast squares approximationsFourier likelihood methodGram-Charlier expansionstransform-based approximations

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Characteristic functions; other transforms (60E10) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Related Items (4)

Two-dimensional robust source localization under non-Gaussian noise ⋮ Minimum-distance methods based on quadratic distances for transforms ⋮ Transform martingale estimating functions ⋮ Inference based on adaptive grid selection of probability transforms

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