5th-Order Multivariate Edgeworth Expansions for Parametric Estimates
The only cases where exact distributions of estimates are known is for samples from exponential families, and then only for special functions of the parameters. So statistical inference was traditionally based on the asymptotic normality of estimates. To improve on this we need the <i>Edgewort...
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| Format: | Article |
| Language: | English |
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MDPI AG
2024-03-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/12/6/905 |