Higber Order Expansions of the Cumulants and the Modified Normalizing Process of Multi-dimensional Maximum Likelihood Estimator

  • Jonghwa Na (Assistant Professor Department of Statistics Chungbuk National University)
  • 발행 : 1999.04.01

초록

In this paper we derive the higher order expansions of the first four cumulants of multi-dimensional Maximum Likelihood Estimator (MLE) under the general parametric model up to and including terms of order O({{{{ {n }^{-1 } }}}}) Also we obtain the explicit form of the expansion of the normalizing trans formation of multi-dimensional MLE and show that the suggested normalizing process is much better than the normal approximation based on central limit theorem through example.

키워드

참고문헌

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