GEOMETRICAL EXPANSIONS FOR THE DISTRIBUTIONS OF THE SCORE VECTOR AND THE MAXIMUM-LIKELIHOOD ESTIMATOR

被引：1

作者：

MORA, M ^{[1
]}

机构：

[1] UNIV PARIS NANTERRE 10,UFR SCI ECON,F-92001 NANTERRE,FRANCE

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1992年 / 44卷 / 01期

关键词：

GEOMETRICAL EXPANSIONS; SCORE VECTOR; MAXIMUM LIKELIHOOD ESTIMATOR; OBSERVED AND EXPECTED GEOMETRIES;

D O I：

10.1007/BF00048670

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the present note, asymptotic expansions for conditional and unconditional distributions of the score vector are derived. Our aim is to consider these expansions in the light of differential geometry, particularly the theory of derivative strings. Expansions for the distributions of the maximum likelihood estimator are obtained from those for the score vector via transformation. with a view to interpreting from the standpoint of differential geometry the various terms entering the expansions.

引用

页码：63 / 83

页数：21

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