Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators

Masanobu Taniguchi and Madan Puri

Annals of the Institute of Statistical Mathematics, 1995, vol. 47, issue 3, 600 pages

Keywords: 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 (search for similar items in EconPapers)
Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/BF00773402 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:47:y:1995:i:3:p:581-600

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/BF00773402

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().