Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
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Publication:393634
DOI10.1016/j.jspi.2013.05.006zbMath1408.62040MaRDI QIDQ393634
Publication date: 23 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.05.006
asymptotic bias; mean square error; Cornish-Fisher expansion; Jeffreys prior; weighted score; higher-order asymptotic variance; curved exponential family
62F12: Asymptotic properties of parametric estimators
62F10: Point estimation
62F15: Bayesian inference
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