Asymptotic expansions of posterior distributions in a non-regular model
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Publication:690157
DOI10.3836/TJM/1270128994zbMath0785.62021OpenAlexW2047620897MaRDI QIDQ690157
Publication date: 26 April 1994
Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3836/tjm/1270128994
asymptotic normalitymaximum likelihood estimatornonregular casealmost sure asymptotic expansionsshift parameteruniformly continuous density
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