Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates

DOI10.1007/BF00536278zbMath0167.17705MaRDI QIDQ5554032

George G. Roussas

Publication date: 1968

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

statistics

Related Items (9)

A characterization of limiting distributions of regular estimates ⋮ Cramer-type conditions and quadratic mean differentiability ⋮ Local polynomial fitting under association ⋮ Inférence statistique dans les processus stochastiques: Aperçu historique ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ Unnamed Item ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ Asymptotically similar criteria ⋮ Multivariate probability density estimation for associated processes: Strong consistency and rates.

Cites Work

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• Asymptotic efficiency of the maximum likelihood estimator
• Asymptotic Inference in Markov Processes
• Asymptotic Efficiency of the Maximum Likelihood Estimator
• On Fisher's Bound for Asymptotic Variances

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