Finite-sample density and its small sample asymptotic approximation
نویسندگان
چکیده
منابع مشابه
Finite-sample density and its small sample asymptotic approximation
MSC: 62E15 62E17 65C60 Keywords: Finite-sample density Small sample asymptotics Saddlepoint approximation Score function a b s t r a c t To derive the exact density of a statistic, which can be intractable, is sometimes a difficult problem. The exact densities of estimates of the shift or regression parameters can be derived with the aid of score functions. Moreover, extremely accurate approxim...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2011
ISSN: 0167-7152
DOI: 10.1016/j.spl.2011.03.034