An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators

Previous article Next article An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood EstimatorsD. M. ChibisovD. M. Chibisovhttps: //doi. org/10. 1137/1118031PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout1 Yu. V. Linnik and, N. M. Mitrofanova, Asymptotic properties of the maximum likelihood, Soviet Math. , 4 (1963), 421–423 0138. 13005 Google Scholar2 Yu. V. Linnik and, N. M. Mitrofanova, Some asymptotic expansions for the distribution of the maximum likelihood estimate, Sankhyā Ser. A, 27 (1965), 73–82 MR0189172 0138. 12901 Google Scholar3 N. M. Mitrofanova, An asymptotic expansion for the maximum likelihood estimate of vector parameters, Theory Prob. Applications, 12 (1967), 364–372 10. 1137/1112048 0159. 47803 LinkGoogle Scholar4 D. M. Chibisov, Asymptotic expansion for statistics of distributions admitting asymptotic expansions, Theory Prob. Applications, 17 (1972), 658–688 Google Scholar5 D. M. 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Van Nostrand Company, Inc. , Toronto-New York-London, 1955xiv+298 MR0070144 0066. 16604 Google 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 Edgeworth Expansions and the Bootstrap14 August 2016 Cross Ref Contributions of Rabi Bhattacharya to the Central Limit Theory and Normal Approximation1 July 2016 Cross Ref Bayesian frequentist hybrid inferenceThe Annals of Statistics, Vol. 37, No. 5A Cross Ref An expansion for the maximum likelihood estimator of location and its distribution functionBrazilian Journal of Probability and Statistics, Vol. 23, No. 1 Cross Ref Hypotheses testing for a multidimensional parameter of inhomogeneous Poisson processesStatistics, Vol. 42, No. 5 Cross Ref Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent processThe Annals of Statistics, Vol. 31, No. 2 Cross Ref Asymptotic expansions for the statistic and risk function of a Bayesian classification ruleJournal of Mathematical Sciences, Vol. 75, No. 2 Cross Ref Shrinkage of Maximum Likelihood Estimator of Multivariate Location Cross Ref New Approach to Optimization of Stable Estimation Cross Ref Chapter 39 Methodology and theory for the bootstrap Cross Ref Parameter estimation for kalman-bucy filter with small noiseStatistics, Vol. 25, No. 4 Cross Ref Asymptotic Robustness in Cluster-Analysis for the Case of Tukey-Huber Distortions Cross Ref Stochastic Expansions and Asymptotic Approximations18 October 2010 | Econometric Theory, Vol. 8, No. 3 Cross Ref On stability in multiobjective programming — A stochastic approachMathematical Programming, Vol. 56, No. 1-3 Cross Ref Multiple-dose design and bias-reducing methods for limiting dilution assaysStatistica Neerlandica, Vol. 44, No. 4 Cross Ref Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processesJournal of Multivariate Analysis, Vol. 18, No. 1 Cross Ref A tabular method for correcting skewness24 October 2008 | Mathematical Proceedings of the Cambridge Philosophical Society, Vol. 97, No. 3 Cross Ref Expansion of a Maximum Likelihood Estimate by Diffusion PowersYu. 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