On parameter transformations and interval estimation

DOI10.1093/biomet/71.3.477zbMath0566.62022OpenAlexW1987715244MaRDI QIDQ3681725

Thomas J. DiCiccio

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.3.477

zbMATH Keywords

maximum likelihood estimationasymptotic biasnonlinear regressionskewnessparameterizationscurved exponential familiesscalar parameternormal approximationssecond-order propertiesnormal likelihoodsigned square root of the likelihood-ratio statisticTransformation formulaevariance stability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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