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Rate of convergence of k-step Newton estimators to efficient likelihood estimators

Author
VERRILL, Steve1
[1] Mathematical Statistician, USDA Forest Products Laboratory, I Gifford Pinchot Drive, Madison, WI 53726, United States
Source

Statistics & probability letters. 2007, Vol 77, Num 12, pp 1371-1376, 6 p ; ref : 1/4 p

CODEN
SPLTDC
ISSN
0167-7152
Scientific domain
Mathematics
Publisher
Elsevier, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
Asymptotics Cramér conditions Likelihood ratio Quadratic mean differentiability Wald and Rao tests
Keyword (fr)
Approximation asymptotique Coefficient variation Convergence Efficacité estimateur Estimation moyenne Forêt Loi normale Méthode Newton Méthode statistique Rapport vraisemblance Taux convergence Test Wald Test hypothèse Test rapport vraisemblance Théorie probabilité 62F03 62G10 62H15 Test Rao
Keyword (en)
Asymptotic approximation Variation coefficient Convergence Estimator efficiency Mean estimation Forests Gaussian distribution Newton method Statistical method Likelihood ratio Convergence rate Wald test Hypothesis test Likelihood ratio test Probability theory Rao test
Keyword (es)
Aproximación asintótica Coeficiente variación Convergencia Eficacia estimador Estimación promedio Bosque Curva Gauss Método Newton Método estadístico Relación verosimilitud Relación convergencia Test Wald Test hipótesis Test razón verosimilitud Teoría probabilidad
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
18842339

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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