Communications for Statistical Applications and Methods

  • 제6권1호
  • /
  • Pages.305-318
  • /
  • 1999
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

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
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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.

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참고문헌

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