The second-order Fisher information (Q3779576)

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scientific article; zbMATH DE number 4041038
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    The second-order Fisher information
    scientific article; zbMATH DE number 4041038

      Statements

      The second-order Fisher information (English)
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      1988
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      Edgeworth expansion
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      second-order efficiency
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      sufficiency
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      general second-order approximate formulae
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      Fisher information
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      asymptotically normal statistics
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      stationary time-series model
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      econometric simultaneous equation model
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      second-order conditional information
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      exponential family
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      location family
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      second-order ancillary statistic
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      second-order information loss
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      maximum likelihood estimate
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