Abstract

In this paper stochastic expansions of the maximum likelihood estimator for location and for the asymptotic expansion of the distribution function of this estimator are derived. A Cornish–Fisher expansion is also given for the quantile function of the distribution function. All expansions are given in explicit expressions.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.