A Note on the Differentiation of Cumulants of Log Likelihood Derivatives

DOI10.2307/1403256MaRDI QIDQ3713360zbMATH OpenOpenAlexFDO

Authors Ib M. Skovgaard

Publication date 1986

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403256

zbMATH Keywords

momentsasymptotic expansionsmultivariate parameterlinear combination of cumulants of log likelihood derivatives

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Parametric inference (62F99) Statistical distribution theory (62E99)

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