A Note on the Differentiation of Cumulants of Log Likelihood Derivatives

DOI10.2307/1403256zbMATH Open0587.62079OpenAlexW2083804410MaRDI QIDQ3713360FDOQ3713360

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

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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)

Cited In (3)

• Title not available (Why is that?)
• Cumulants and Bartlett Identities in Cox Regression
• A proof of independent Bartlett correctability of nested likelihood ratio tests

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