scientific article; zbMATH DE number 3750063

MaRDI QIDQ3935276zbMATH OpenFDO

Authors Ib M. Skovgaard

Publication date 1981

zbMATH Keywords

approximate cumulantsexponential familiesmaximum likelihood estimatornormal regressionsmooth hypotheses

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Cited in

(8)

• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
• Second order asymptotics in nonlinear regression
• Edgeworth expansions for the conditional distributions in logistic regression models
• On the geometry of multivariate generalized Gaussian models
• Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models
• Higher-order entrywise eigenvectors analysis of low-rank random matrices: bias correction, Edgeworth expansion and bootstrap
• Statistics on the manifold of multivariate normal distributions: theory and application to diffusion tensor MRI processing
• Edgeworth expansion in regression models

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