Approximations for densities of sufficient estimators

DOI10.1093/biomet/67.2.311zbMath0436.62020OpenAlexW4244883485MaRDI QIDQ3876821

J. Durbin

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.2.311

zbMATH Keywords

saddlepoint approximationtime seriesconditional densitymultivariate Edgeworth expansioncircular autoregressive processdensities of sufficient estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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