Approximate likelihood and probability calculations based on transforms

DOI10.1214/AOS/1176346716MaRDI QIDQ795417zbMATH OpenOpenAlexFDO

Authors Rollin Brant

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346716

zbMATH Keywords

likelihood estimationscore functionEdgeworth expansionsFisher informationexponential transformationapproximate likelihoodleast squares approximationsFourier likelihood methodGram-Charlier expansionstransform-based approximations

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probabilistic methods, stochastic differential equations (65C99) Foundations and philosophical topics in statistics (62A01) Statistical distribution theory (62E99)

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Cited in

(4)

• Two-dimensional robust source localization under non-Gaussian noise
• Transform martingale estimating functions
• Inference based on adaptive grid selection of probability transforms
• Minimum-distance methods based on quadratic distances for transforms

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