An Asymptotic Expansion for the Maximum Likelihood Estimate of a Vector Parameter
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Publication:5545121
DOI10.1137/1112048zbMATH Open0159.47803OpenAlexW2019151481MaRDI QIDQ5545121FDOQ5545121
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
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
- Non asymptotic expansions of the MME in the case of Poisson observations
- A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions
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