Asymptotic cumulants of the estimator of the canonical parameter in the exponential family

DOI10.1016/j.jspi.2013.05.006zbMath1408.62040MaRDI QIDQ393634

Haruhiko Ogasawara

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.05.006

zbMATH Keywords

asymptotic bias; mean square error; Cornish-Fisher expansion; Jeffreys prior; weighted score; higher-order asymptotic variance; curved exponential family

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F10: Point estimation

62F15: Bayesian inference

Related Items

Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods, Asymptotic cumulants of the estimator of the canonical parameter in the exponential family, Optimal information criteria minimizing their asymptotic mean square errors, Extensions of Pearson's inequality between skewness and kurtosis to multivariate cases, Matching pseudocounts for interval estimation of binomial and Poisson parameters

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