scientific article; zbMATH DE number 51603
zbMATH Open0749.62016MaRDI QIDQ4001982FDOQ4001982
Authors: Hartmut Fischer 
Publication date: 18 September 1992
Title of this publication is not available (Why is that?)
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- An expansion for the maximum likelihood estimator of location and its distribution function
consistencysample size determinationconfidence intervalsasymptotic expansionsasymptotic distributionsEdgeworth expansionsmoment estimatorscumulantsCornish-Fisher expansionsWeibull distributionsinverse Gaussian distributionscompact parameter spacesdistributions of parameter estimatorsmaximum likelihood equality estimatorsquantile approximations
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)
Cited In (8)
- ASYMPTOTIC EXPANSION FOR SAMPLING DISTRIBUTION AND SAMPLE SIZE IN STATISTICAL INFERENCE II
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- ASYMPTOTIC EXPANSION OF RISK FOR A REGRESSION MODEL WITH RESPECT TO -DIVERGENCE WITH AN APPLICATION TO THE SAMPLE SIZE PROBLEM
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- Estimation of digamma distribution parameters for random sample size
- On the relationship between two asymptotic expansions for the distribution of sample mean and its applications
- Asymptotics of the necessary sample size under small error probabilites
- Calculation of the deficiency of some statistical estimators constructed from samples with random sizes
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