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

Previous article Next article An Asymptotic Expansion for the Maximum Likelihood Estimate of a Vector ParameterN. M. MitrofanovaN. M. Mitrofanovahttps: //doi. org/10. 1137/1112048PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout1 H. Cramér, Mathematical Methods of Statistics, Princeton University Press, 1957 Google Scholar2 Yu. V. Linnik and, N. M. Mitrofanova, Some asymptotic expansions for the distribution of the maximum likelihood estimateContributions to Statistics, Statist. Publ. Soc. , Calcutta, 1965, 229–238 MR0216621 0192. 25904 CrossrefGoogle Scholar3 K. C. Chanda, A note on the consistency and maxima of the roots of likelihood equations, Biometrika, 41 (1954), 56–61 MR0062997 0055. 12901 CrossrefGoogle Scholar4 I. G. Chebotarev, Theory of Algebraic Functions, M. Gostkhizdat, 1948, (In Russian. ) Google Scholar5 E. Goursat, A Course in Mathematical Analysis, Ginn, Boston, 1904 Google Scholar6 R. Ranga Rao, On the central limit theorem in Rk, Bull. Amer. Math. Soc. , 67 (1961), 359–361 MR0133150 0099. 13003 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Non asymptotic expansions of the MME in the case of Poisson observations8 January 2022 | Metrika, Vol. 85, No. 8 Cross Ref Evaluating the Accuracy of Small P‐Values In Genetic Association Studies Using Edgeworth Expansions21 June 2017 | Scandinavian Journal of Statistics, Vol. 45, No. 1 Cross Ref Asymptotic Optimality of Estimators21 October 2017 Cross Ref Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA (1) ModelsCommunications in Statistics - Theory and Methods, Vol. 42, No. 10 Cross Ref THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEANJournal of Time Series Analysis, Vol. 17, No. 4 Cross Ref Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation11 February 2009 | Econometric Theory, Vol. 10, No. 1 Cross Ref Series Expansions in Statistical Theory of Detection and Estimation Cross Ref An Asymptotic Expansion Associated with the Maximum Likelihood Estimators in Arma Models5 December 2018 | Journal of the Royal Statistical Society: Series B (Methodological), Vol. 46, No. 1 Cross Ref Asymptotic Expansions in Parametric Statistical Theory Cross Ref An Asymptotic Expansion for the Distribution of the Least Squares Estimator of the Non-Linear Regression ParameterA. V. Ivanov28 July 2006 | Theory of Probability & Its Applications, Vol. 21, No. 3AbstractPDF (837 KB) A multidimensional Newton-Raphson method and its applications to the existence of asymptotic Fn-estimators and their stochastic expansionsJournal of Multivariate Analysis, Vol. 7, No. 2 Cross Ref Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. II. Expansions of Moments and DistributionsS. I. Gusev17 July 2006 | Theory of Probability & Its Applications, Vol. 21, No. 1AbstractPDF (1251 KB) Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random VariablesS. I. Gusev17 July 2006 | Theory of Probability & Its Applications, Vol. 20, No. 3AbstractPDF (1904 KB) An asymptotic expansion for the distribution of asymptotic maximum likelihood estimators of vector parametersJournal of Multivariate Analysis, Vol. 5, No. 1 Cross Ref An Asymptotic Expansion for the Distribution of Sums of a Special Form with an Application to Minimum-Contrast EstimatesD. M. Chibisov28 July 2006 | Theory of Probability & Its Applications, Vol. 18, No. 4AbstractPDF (1116 KB) On the asymptotic normality of some unbiased estimatesScandinavian Actuarial Journal, Vol. 1974, No. 3 Cross Ref An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood EstimatorsD. M. Chibisov17 July 2006 | Theory of Probability & Its Applications, Vol. 18, No. 2AbstractPDF (731 KB) An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic ExpansionD. M. Chibisov28 July 2006 | Theory of Probability & Its Applications, Vol. 17, No. 4AbstractPDF (880 KB) Summary of Lectures Given at the Sessions of the Seminar on Probability Theory and Mathematical Statistics in the Mathematical Institute of the Academy of Sciences of the U. S. S. R. 17 July 2006 | Theory of Probability & Its Applications, Vol. 17, No. 2AbstractPDF (737 KB) The accuracy of the normal approximation for estimates of vector parametersZeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, Vol. 25, No. 3 Cross Ref Volume 12, Issue 3| 1967Theory of Probability & Its Applications History Submitted: 05 July 1966Published online: 17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI: 10. 1137/1112048Article page range: pp. 364-372ISSN (print): 0040-585XISSN (online): 1095-7219Publisher: Society for Industrial and Applied Mathematics