On the Standard Asymptotic Confidence Ellipsoids of Wald (Q4712093): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:21, 29 January 2024
scientific article; zbMATH DE number 6092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Standard Asymptotic Confidence Ellipsoids of Wald |
scientific article; zbMATH DE number 6092 |
Statements
On the Standard Asymptotic Confidence Ellipsoids of Wald (English)
0 references
25 June 1992
0 references
heteroscedastic normal experiments
0 references
Wald's approximations
0 references
LAN assumptions
0 references
Euclidean space
0 references
inverse covariance matrix
0 references
asymptotic optimality properties
0 references
chi-square type statistic
0 references
maximum likelihood estimate
0 references
Fisher information matrix
0 references
confidence ellipsoids
0 references
monotone function of Hellinger distance
0 references
Wald's procedure
0 references
examples
0 references
