On the Standard Asymptotic Confidence Ellipsoids of Wald

DOI10.2307/1403463zbMath0741.62033MaRDI QIDQ4712093

Lucien Le Cam

Publication date: 25 June 1992

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403463

zbMATH Keywords

Euclidean space; Fisher information matrix; examples; maximum likelihood estimate; confidence ellipsoids; inverse covariance matrix; chi-square type statistic; asymptotic optimality properties; LAN assumptions; heteroscedastic normal experiments; monotone function of Hellinger distance; Wald's approximations; Wald's procedure

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F25: Parametric tolerance and confidence regions

62F03: Parametric hypothesis testing

62F10: Point estimation

62F05: Asymptotic properties of parametric tests

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