On the density of minimum contrast estimators

DOI10.1214/aos/1176347625zbMath0709.62029OpenAlexW2024564722MaRDI QIDQ921769

Ib Michael Skovgaard

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1214/aos/1176347625

zbMATH Keywords

saddlepoint approximationasymptotic approximationancillary statisticconditional inferenceminimum contrast estimatorBarndorff-Nielsen's formuladensity of the maximum likelihood estimatorlarge deviation expansionpoint process of local minima of the contrast function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17)

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