Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
| Year of publication: |
1995
|
|---|---|
| Authors: | Taniguchi, Masanobu ; Puri, Madan |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 47.1995, 3, p. 581-600
|
| Publisher: |
Springer |
| Subject: | Normalizing transformation | higher-order asymptotic theory | variance stabilizing transformation | multivariate analysis | time series analysis | Edgeworth expansion | saddlepoint expansion | MLE | observed information | signed log likelihood ratio |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616376