Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information

DOI10.1093/biomet/65.3.457zbMath0401.62002OpenAlexW2067342226WikidataQ56806614 ScholiaQ56806614MaRDI QIDQ4185624

Efron, Bradley, David V. Hinkley

Publication date: 1978

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b40db3dd32f585753d61fe6ec9bd974308f0867b

zbMATH Keywords

Fisher InformationConfidence LimitsCauchy DistributionConditional InferenceDistribution of Maximum Likelihood EstimatorNormal ApproximationsOne- Parameter Families

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01)

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