Statistical analysis of curved probability densities
DOI10.1006/JMVA.1994.1004zbMATH Open0789.62021OpenAlexW2038232267MaRDI QIDQ1319953FDOQ1319953
Authors: Masanobu Taniguchi, Yoshihide Watanabe 
Publication date: 21 April 1994
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1004
Recommendations
time seriesmaximum likelihood estimatorcurved exponential familyhigher order asymptotic theorycurved ARMA modelscurved probability densitiescurved regression modelsdifferential-geometrical methodsthird-order asymptotically optimalthird-order Edgeworth expansion
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Asymptotic distribution theory in statistics (62E20)
Cited In (11)
- Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
- Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
- Higher-order asymptotic theory of shrinkage estimation for general statistical models
- Comparison of Bartlett-type adjusted tests in the multiparameter case
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
- Title not available (Why is that?)
- Edgeworth expansions in Gaussian autoregression
- Asymptotic expansions for the ability estimator in item response theory
- Information geometry of small diffusions
- Curvatures of Statistical Structures
- Title not available (Why is that?)
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