On the density of minimum contrast estimators
DOI10.1214/AOS/1176347625zbMATH Open0709.62029OpenAlexW2024564722MaRDI QIDQ921769FDOQ921769
Authors: Ib M. Skovgaard 
Publication date: 1990
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176347625
Recommendations
ancillary statisticsaddlepoint approximationasymptotic approximationconditional inferenceminimum contrast estimatorBarndorff-Nielsen's formuladensity of the maximum likelihood estimatorlarge deviation expansionpoint process of local minima of the contrast function
Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12) Approximations to statistical distributions (nonasymptotic) (62E17)
Cited In (26)
- The density of the parameter estimators when the observations are distributed exponentially
- Higher order density approximations for solutions to estimating equations
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography
- Yokes and symplectic structures
- Robust tests based on dual divergence estimators and saddlepoint approximations
- Likelihood inference in complex settings
- D. A. S. Fraser: From structural inference to asymptotics
- Extensions of saddlepoint-based bootstrap inference
- A Dirac-function method for densities of nonlinear statistics and for marginal densities in nonlinear regression
- Higher-order asymptotics and its application to testing the equality of the examinee ability over two sets of items
- The empirical saddlepoint estimator
- Large deviations for M-estimators
- Estimation from pairwise comparisons: sharp minimax bounds with topology dependence
- Statistics, yokes and symplectic geometry
- Asymptotics and the theory of inference
- On a class of minimum contrast estimators for Gegenbauer random fields
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Maximal co-ancillarity and maximal co-sufficiency
- Bartlett identities and large deviations in likelihood theory
- The density of multivariate \(M\)-estimates.
- Multiple roots of estimating functions
- Distribution of the multivariate nonlinear LS estimator under an uncertain input
- Higher Dimensional Nonlinear Regression-A Statistical Use of the Riemannian Curvature Tensor
- Relative error accurate statistic based on nonparametric likelihood
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