A Note on the Differentiation of Cumulants of Log Likelihood Derivatives

DOI10.2307/1403256zbMath0587.62079OpenAlexW2083804410MaRDI QIDQ3713360

Ib Michael 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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