On the density of minimum contrast estimators (Q921769)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the density of minimum contrast estimators |
scientific article |
Statements
On the density of minimum contrast estimators (English)
0 references
1990
0 references
conditional inference
0 references
large deviation expansion
0 references
saddlepoint approximation
0 references
minimum contrast estimator
0 references
point process of local minima of the contrast function
0 references
density of the maximum likelihood estimator
0 references
ancillary statistic
0 references
Barndorff-Nielsen's formula
0 references
asymptotic approximation
0 references