A fifth order expansion for the distribution function of the maximum likelihood estimator

Details A fifth order expansion for the distribution function of the maximum likelihood estimator A fifth order expansion for the distribution function of the maximum likelihood estimator

2009-07-23

arxiv.org/abs/0907.4077v1

Statistics

Methodology

Scientific paper

In this paper, expansions for the maximum likelihood estimator of location
and its distribution funtion are extended to fifth order. Since the proofs are
straightforward extentions of proofs given in earlier papers for orders less
than the fifth, they are not given here. The purpose of the paper is mainly to
present the higher order expansions.

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