Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators
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References listed on IDEAS
- 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.
- 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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KeywordsNormalizing transformation; higher-order asymptotic theory; variance stabilizing transformation; multivariate analysis; time series analysis; Edgeworth expansion; saddlepoint expansion; MLE; observed information; signed log likelihood ratio;
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