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

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

Authors Shanti A. Venetiaan 

Publication date 22 October 2014

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

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

Mathematics Subject Classification ID

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

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.

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Cites Work

• scientific article; zbMATH DE number 3665982 (Why is no real title available?)
• scientific article; zbMATH DE number 6791311 (Why is no real title available?)
• scientific article; zbMATH DE number 3373226 (Why is no real title available?)
• 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
• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
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• Higher order asymptotics.
• More higher-order efficiency: Concentration probability
• On the Edgeworth Expansion for the Logarithm of the Likelihood Ratio. I
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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 no real title available?)
• 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 no real title available?)
• 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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