On the Standard Asymptotic Confidence Ellipsoids of Wald (Q4712093)
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scientific article; zbMATH DE number 6092
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| English | On the Standard Asymptotic Confidence Ellipsoids of Wald |
scientific article; zbMATH DE number 6092 |
Statements
On the Standard Asymptotic Confidence Ellipsoids of Wald (English)
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25 June 1992
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heteroscedastic normal experiments
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Wald's approximations
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LAN assumptions
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Euclidean space
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inverse covariance matrix
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asymptotic optimality properties
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chi-square type statistic
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maximum likelihood estimate
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Fisher information matrix
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confidence ellipsoids
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monotone function of Hellinger distance
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Wald's procedure
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examples
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0.7409563660621643
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0.7334287166595459
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0.728193461894989
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0.7277545928955078
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