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Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators

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  • Masanobu Taniguchi
  • Madan Puri

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Suggested Citation

  • Masanobu Taniguchi & Madan Puri, 1995. "Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 581-600, September.
    • Handle: RePEc:spr:aistmt:v:47:y:1995:i:3:p:581-600
    DOI: 10.1007/BF00773402
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    References listed on IDEAS

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    1. Takeuchi, Kei & Morimune, Kimio, 1985. "Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System," Econometrica, Econometric Society, vol. 53(1), pages 177-200, January.
    2. Fang, C. & Krishnaiah, P. R., 1982. "Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 39-63, March.
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