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

DOI10.1137/1120056zbMath0359.62019OpenAlexW1967287107MaRDI QIDQ4131434

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)

Related Items (11)

Bayesian frequentist hybrid inference ⋮ Asymptotically Informative Prior for Bayesian Analysis ⋮ On the asymptotic defect of some Bayesian criteria ⋮ On accuracy of Gaussian approximation in Bayesian semiparametric problems ⋮ Asymptotic optimality of the generalized Bayes estimator in multiparameter cases ⋮ Evaluating the Accuracy of Small P‐Values In Genetic Association Studies Using Edgeworth Expansions ⋮ Asymptotic expansion of posterior distribution of parameter centered by a \( \sqrt{n} \)-consistent estimate ⋮ A third-order optimum property of the maximum likelihood estimator ⋮ Addendum to ``A third-order optimum property of the maximum likelihood estimator ⋮ Non asymptotic expansions of the MME in the case of Poisson observations ⋮ Third-order optimum properties of estimator-sequences

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