On the density of minimum contrast estimators (Q921769)

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scientific article; zbMATH DE number 4166359
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    On the density of minimum contrast estimators
    scientific article; zbMATH DE number 4166359

      Statements

      On the density of minimum contrast estimators (English)
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      1990
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      conditional inference
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      large deviation expansion
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      saddlepoint approximation
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      minimum contrast estimator
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      point process of local minima of the contrast function
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      density of the maximum likelihood estimator
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      ancillary statistic
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      Barndorff-Nielsen's formula
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      asymptotic approximation
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