More Higher-Order Efficiency: Concentration Probability
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References listed on IDEAS
- Magnus, J.R. & Neudecker, H., 1985. "Matrix differential calculus with applications to simple, Hadamard, and Kronecker products," Other publications TiSEM 1b2f1740-bfd1-4ea5-986c-9, Tilburg University, School of Economics and Management.
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- 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.
- Rao C. R. & Sinha Β. K. & Subramanyam K., 1982. "Third Order Efficiency Of The Maximum Likelihood Estimator In The Multinomial Distribution," Statistics & Risk Modeling, De Gruyter, vol. 1(1), pages 1-16, January.
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More about this item
Keywordsbias-adjustment curved exponential distributions Edgeworth expansion maximum likelihood estimator Fisher-consistency;
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