Geodesic
An asymptotic expansion for the distribution of the maximum likelihood estimation of a vektor parameter
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 3, pp. 418-425 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Let $X$ he a random variable with a distribution function $f(x,\theta)$ depending on a vector parameter $\theta=(\theta,\dots,\theta_r)$. Let $\widehat\theta_n$ be the maximum likelihood estimate of $\theta$ corresponding to a sample of size $n$. It is proved that under certain conditions on $f(x,\theta)$ the distribution function of $\widehat\theta_n$ has an asymptotic expansion on $n^{1/2}$ with the number of terms depending on properties of $f(x,\theta)$. 
@article{TVP_1967_12_3_a1,
     author = {N. M. Mitrofanova},
     title = {An asymptotic expansion for the distribution of the maximum likelihood estimation of a~vektor parameter},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {418--425},
     year = {1967},
     volume = {12},
     number = {3},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a1/}
}
TY  - JOUR
AU  - N. M. Mitrofanova
TI  - An asymptotic expansion for the distribution of the maximum likelihood estimation of a vektor parameter
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1967
SP  - 418
EP  - 425
VL  - 12
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a1/
LA  - ru
ID  - TVP_1967_12_3_a1
ER  - 
%0 Journal Article
%A N. M. Mitrofanova
%T An asymptotic expansion for the distribution of the maximum likelihood estimation of a vektor parameter
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1967
%P 418-425
%V 12
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a1/
%G ru
%F TVP_1967_12_3_a1
N. M. Mitrofanova. An asymptotic expansion for the distribution of the maximum likelihood estimation of a vektor parameter. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 3, pp. 418-425. http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a1/