An expansion for the maximum likelihood estimator of location and its distribution function

被引：1

作者：

Venetiaan, Shanti ^{[1
]}

机构：

[1] Anton Kom Univ Suriname, Inst Grad Studies & Res, Paramaribo, Suriname

来源：

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS | 2009年 / 23卷 / 01期

关键词：

Asymptotic expansion; maximum likelihood estimator; Cornish-Fisher expansions; ASYMPTOTIC EXPANSIONS; EFFICIENCY;

D O I：

10.1214/08-BJPS007

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper stochastic expansions of the maximum likelihood estimator for location and for the asymptotic expansion of the distribution function of this estimator are derived. A Cornish Fisher expansion is also given for the quantile function of the distribution function. All expansions are given in explicit expressions.

引用

页码：82 / 91

页数：10

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