An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators

DOI10.1137/1118031zbMATH Open0295.62028OpenAlexW2077157458MaRDI QIDQ4048385FDOQ4048385

Authors: D. M. Chibisov 

Publication date: 1973

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1118031

Mathematics Subject Classification ID

Point estimation (62F10)

Cited In (15)

• Bayesian frequentist hybrid inference
• An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters
• Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processes
• Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes
• Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
• An expansion for the maximum likelihood estimator of location and its distribution function
• A third-order optimum property of the maximum likelihood estimator
• Asymptotic expansions of the statistic and risk function of the Bayes classification rule
• Results in statistical discriminant analysis: A review of the former Soviet Union literature.
• A tabular method for correcting skewness
• Evaluating the accuracy of small \(p\)-values in genetic association studies using Edgeworth expansions
• Third-order optimum properties of estimator-sequences
• Parameter estimation for kalman-bucy filter with small noise
• Non asymptotic expansions of the MME in the case of Poisson observations
• A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions

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