Convergence rate of the distributions of normalized maximum likelihood estimators for irregular parametric families.

Borisov, I.S.; Mironov, D.V.

Sibirskij Matematicheskij Zhurnal (2003)

  • Volume: 44, Issue: 3, page 521-541 (2003); translation in Sib. Math. J. 44
  • ISSN: 0037-4474

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Borisov, I.S., and Mironov, D.V.. "Convergence rate of the distributions of normalized maximum likelihood estimators for irregular parametric families.." Sibirskij Matematicheskij Zhurnal 44.3 (2003): 521-541 (2003); translation in Sib. Math. J. 44. <http://eudml.org/doc/50624>.

@article{Borisov2003,
author = {Borisov, I.S., Mironov, D.V.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {likelihood ratio process; generalized Poisson process; asymptotic expansions},
language = {eng},
number = {3},
pages = {521-541 (2003); translation in Sib. Math. J. 44},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {Convergence rate of the distributions of normalized maximum likelihood estimators for irregular parametric families.},
url = {http://eudml.org/doc/50624},
volume = {44},
year = {2003},
}

TY - JOUR
AU - Borisov, I.S.
AU - Mironov, D.V.
TI - Convergence rate of the distributions of normalized maximum likelihood estimators for irregular parametric families.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2003
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 44
IS - 3
SP - 521
EP - 541 (2003); translation in Sib. Math. J. 44
LA - eng
KW - likelihood ratio process; generalized Poisson process; asymptotic expansions
UR - http://eudml.org/doc/50624
ER -

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