On the density of minimum contrast estimators

DOI10.1214/AOS/1176347625MaRDI QIDQ921769zbMATH OpenOpenAlexFDO

Authors Ib M. Skovgaard

Publication date 1990

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176347625

zbMATH Keywords

ancillary statisticsaddlepoint approximationasymptotic approximationconditional inferenceminimum contrast estimatorBarndorff-Nielsen's formuladensity of the maximum likelihood estimatorlarge deviation expansionpoint process of local minima of the contrast function

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(26)

• The density of the parameter estimators when the observations are distributed exponentially
• Higher order density approximations for solutions to estimating equations
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
• Yokes and symplectic structures
• Robust tests based on dual divergence estimators and saddlepoint approximations
• Likelihood inference in complex settings
• Extensions of saddlepoint-based bootstrap inference
• D. A. S. Fraser: From structural inference to asymptotics
• A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression
• Higher-order asymptotics and its application to testing the equality of the examinee ability over two sets of items
• The empirical saddlepoint estimator
• Large deviations for M-estimators
• Statistics, yokes and symplectic geometry
• Estimation from pairwise comparisons: sharp minimax bounds with topology dependence
• Asymptotics and the theory of inference
• On a class of minimum contrast estimators for Gegenbauer random fields
• Saddlepoint approximations and tests based on multivariate M-estimates.
• scientific article; zbMATH DE number 3992621 (Why is no real title available?)
• scientific article; zbMATH DE number 4176230 (Why is no real title available?)
• Bartlett identities and large deviations in likelihood theory
• The density of multivariate \(M\)-estimates.
• Maximal co-ancillarity and maximal co-sufficiency
• Distribution of the multivariate nonlinear LS estimator under an uncertain input
• Multiple roots of estimating functions
• Higher Dimensional Nonlinear Regression-A Statistical Use of the Riemannian Curvature Tensor
• Relative error accurate statistic based on nonparametric likelihood

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