An expansion for the maximum likelihood estimator of location and its distribution function

DOI10.1214/08-BJPS007zbMATH Open1298.62040arXiv0912.0842MaRDI QIDQ462987FDOQ462987

Publication date: 22 October 2014

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Abstract: In this paper a different approach to consider third and fourth order efficiency is suggested for non symmetric cases. Fourth order efficiency does not follow automatically but only after some adjustments are made.

Full work available at URL: https://arxiv.org/abs/0912.0842

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Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point estimation (62F10) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

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On the Edgeworth Expansion for the Logarithm of the Likelihood Ratio. I
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An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
An expansion for the maximum likelihood estimator of location and its distribution function
Title not available (Why is that?)

Cited In (8)

Optimizing lengths of confidence intervals: fourth-order efficiency in location models
On a formula for the distribution of the maximum likelihood estimator
Title not available (Why is that?)
An expansion for the maximum likelihood estimator of location and its distribution function
Asymptotic expansion of sampling distribution of an MLE to \(\frac{1}{n}\) accuracy
Title not available (Why is that?)
Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator
Asymptotic expansions for modified maximum likelihood estimators with percentile truncated data

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