Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators (Q1909459)

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scientific article; zbMATH DE number 854947
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    Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
    scientific article; zbMATH DE number 854947

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      Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators (English)
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      24 June 1996
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      maximum likelihood estimators
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      k-th-order normalizing transformation
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      higher-order asymptotic theory
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      variance stabilizing transformation
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      saddlepoint expansion
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      observed information
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      Edgeworth expansion
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      time series
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      modified signed log likelihood ratio
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