An Asymptotic Expansion for the Maximum Likelihood Estimate of a Vector Parameter

DOI10.1137/1112048MaRDI QIDQ5545121zbMATH OpenOpenAlexFDO

Authors N. M. Mitrofanova

Publication date 1967

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

Full work available at URL https://doi.org/10.1137/1112048

zbMATH Keywords

statistics

Cited in

(8)

• On the asymptotic normality of some unbiased estimates
• Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
• An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parameters
• The accuracy of the normal approximation for estimates of vector parameters
• Evaluating the accuracy of small \(p\)-values in genetic association studies using Edgeworth expansions
• THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN
• A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions
• Non asymptotic expansions of the MME in the case of Poisson observations

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