On the Standard Asymptotic Confidence Ellipsoids of Wald

DOI10.2307/1403463zbMath0741.62033OpenAlexW2323974976MaRDI QIDQ4712093

Lucien Le Cam

Publication date: 25 June 1992

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403463

zbMATH Keywords

Euclidean spaceFisher information matrixexamplesmaximum likelihood estimateconfidence ellipsoidsinverse covariance matrixchi-square type statisticasymptotic optimality propertiesLAN assumptionsheteroscedastic normal experimentsmonotone function of Hellinger distanceWald's approximationsWald's procedure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)

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Geodesic hypothesis testing for comparing location parameters in elliptical populations ⋮ Loss of information of a statistic for a family of non-regular distributions. II: More general case ⋮ One-step minimum Hellinger distance estimation ⋮ Loss of information of a statistic for a family of non-regular distributions ⋮ Applied regression analysis bibliography update 1990-91 ⋮ Efficient estimation methods for non-Gaussian regression models in continuous time ⋮ The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend ⋮ Invariant tests based onM-estimators, estimating functions, and the generalized method of moments

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