最大似然估计量及其分布函数展开式的计算
统计方法学
2007-10-05 v1
作者:
Shanti Venetiaan
摘要
本文介绍了用于计算渐近展开式的技术。文中以广泛的方式描述了该技术。大多数结果适用于即将提交的论文《最大似然估计量及其分布函数的一个展开式》。
引用
@article{arxiv.0710.0909,
title = {Computation of expansions for the maximum likelihood estimator and its distribution function},
author = {Shanti Venetiaan},
journal= {arXiv preprint arXiv:0710.0909},
year = {2007}
}
相关论文
查看更多相关论文 →
统计理论 · 数学
Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time
Donglin Zeng, Jianwen Cai
2007-06-13
高能物理 - 格点 · 物理学
Asymptotic series for distributions
Vladimir K. Petrov
2007-05-23
统计理论 · 数学
Asymptotic expansion of the risk of maximum likelihood estimator with respect to $\alpha$-divergence as a measure of the difficulty of specifying a parametric model -- with detailed proof
Yo Sheena
2018-10-12
概率论 · 数学
Asympyotic expansions for infinite weighted convolutions of light subexponential distributions
Ph. Barbe, W. P. McCormick
2007-06-13
统计理论 · 数学
Maximum-likelihood estimation for diffusion processes via closed-form density expansions
Chenxu Li
2013-08-14
统计理论 · 数学
Asymptotic properties of the maximum likelihood estimator for multivariate extreme value distributions
Clement Dombry, Sebastian Engelke, Marco Oesting
2017-08-08
概率论 · 数学
Asymptotic expansions relating to the distribution of the product of correlated normal random variables
Robert E. Gaunt, Zixin Ye
2025-05-27
统计方法学 · 统计学
A fifth order expansion for the distribution function of the maximum likelihood estimator
S. A. Venetiaan
2009-07-24
概率论 · 数学
Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications
Ph. Barbe, W. P. McCormick
2007-06-13
统计理论 · 数学
Asymptotic bias reduction of maximum likelihood estimates via penalized likelihoods with differential geometry
Masayo Y. Hirose, Shuhei Mano
2024-03-26
统计理论 · 数学
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics
Daira Velandia, François Bachoc, Moreno Bevilacqua, Xavier Gendre +1
2018-07-25
统计理论 · 数学
Asymptotically efficient estimation for diffusion processes with nonsynchronous observations
Teppei Ogihara
2022-07-04
统计理论 · 数学
Dispersion Parameter Extension of Precise Generalized Linear Mixed Model Asymptotics
Aishwarya Bhaskaran, Matt P. Wand
2022-08-11
概率论 · 数学
Asymptotic analysis of symmetric functions
Friedrich Götze, Alexey Naumov, Vladimir Ulyanov
2021-01-19
数论 · 数学
Asymptotics of probability characteristics of additive arithmetic functions
Victor Volfson
2021-08-31
概率论 · 数学
The non-central gamma sum and difference distributions: exact distribution and asymptotic expansions
Robert E. Gaunt, Heather L. Sutcliffe
2026-05-18
统计理论 · 数学
Recursive Parameter Estimation: Asymptotic expansion
Teo Sharia
2007-05-23
统计方法学 · 统计学
Asymptotics of Monte Carlo maximum likelihood estimators
Blazej Miasojedow, Wojciech Niemiro, Jan Palczewski, Wojciech Rejchel
2016-12-08
统计理论 · 数学
Asymptotic properties of maximum likelihood estimators in models with multiple change points
Heping He, Thomas A. Severini
2011-02-28
概率论 · 数学
A note on the distribution of the maximum of a set of Poisson random variables
K. M. Briggs, L. Song, T. Prellberg
2009-03-26
统计理论 · 数学
Asymptotic normality of maximum likelihood estimator for cooperative sequential adsorption
Mathew D. Penrose, Vadim Shcherbakov
2010-05-14
概率论 · 数学
Maximum likelihood estimation for discrete exponential families and random graphs
Krzysztof Bogdan, Michał Bosy, Tomasz Skalski
2021-02-23
统计理论 · 数学
Asymptotic normality of a generalized maximum mean discrepancy estimator
Armando Sosthene Kali Balogoun, Guy Martial Nkiet, Carlos Ogouyandjou
2020-03-13
统计理论 · 数学
Asymptotic linear expansion of regularized M-estimators
Tino Werner
2019-09-04
统计理论 · 数学
Asymptotic expansion of an estimator for the Hurst coefficient
Yuliya Mishura, Hayate Yamagishi, Nakahiro Yoshida
2022-09-08