An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters

DOI10.1016/0047-259X(75)90056-1MaRDI QIDQ1213709zbMATH OpenFDO

Authors Reinhard Michel

Publication date 1975

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(75)90056-1

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Multivariate distribution of statistics (62H10)

Cites work

• An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
• An Asymptotic Expansion for the Distribution of Sums of a Special Form with an Application to Minimum-Contrast Estimates
• An Asymptotic Expansion for the Maximum Likelihood Estimate of a Vector Parameter
• Asymptotic expansions related to minimum contrast estimators
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3553540 (Why is no real title available?)
• scientific article; zbMATH DE number 3333834 (Why is no real title available?)
• Results on probabilities of moderate deviations

Cited in

(7)

• A third-order optimum property of the maximum likelihood estimator
• A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions
• Second order asymptotics in nonlinear regression
• Second-order power comparison of tests
• Second-order powers of a class of tests in the presence of a nuisance parameter
• Asymptotic expansion for the distribution of the dispersion of the observation error in a nonlinear regression model
• Comparison of Bartlett-type adjusted tests in the multiparameter case

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