Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random Variables

DOI10.1137/1120056zbMATH Open0359.62019OpenAlexW1967287107MaRDI QIDQ4131434FDOQ4131434

Authors: S. I. Gusev 

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1137/1120056

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15)

Cited In (11)

• Bayesian frequentist hybrid inference
• Asymptotic expansion of posterior distribution of parameter centered by a \( \sqrt{n} \)-consistent estimate
• Asymptotic optimality of the generalized Bayes estimator in multiparameter cases
• A third-order optimum property of the maximum likelihood estimator
• Evaluating the accuracy of small \(p\)-values in genetic association studies using Edgeworth expansions
• Third-order optimum properties of estimator-sequences
• On the asymptotic defect of some Bayesian criteria
• Non asymptotic expansions of the MME in the case of Poisson observations
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• On accuracy of Gaussian approximation in Bayesian semiparametric problems
• Asymptotically informative prior for Bayesian analysis

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