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Asymptotic efficiency of the maximum likelihood estimator. (English) Zbl 0144.41302


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statistics
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[1] J. Wolfowitz, ”Asymptotic efficiency of the maximum likelihood estimator,”Teor. Veroyatnost. i Primen., 10 (1965), 267–281. · Zbl 0142.15402
[2] S. Kaufman, ”Asymptotic efficiency of the maximum likelihood estimator,”Ann. Math. Statist., 36 (1965), 1084 (Abstract). · Zbl 0144.41302
[3] A. Wald, ”Tests of statistical hypotheses concerning several parameters when the number of observations is large,”Trans. Amer. Math. Soc., 54 (1943), 426–482. · Zbl 0063.08120 · doi:10.1090/S0002-9947-1943-0012401-3
[4] J. Wolfowitz, ”The method of maximum likelihood and the Wald theory of decision functions,”Proc. Royal Dutch Acad. Sciences, Series A, 56 (1953), 114–119. · Zbl 0051.37003
[5] L. LeCam, ” On the asymptotic theory of estimation and testing hypotheses,”Proc. Third Berkeley Symp. on Math. Statist, and Prob. 1 (1956), 129–156.
[6] T. W. Anderson, ”The integral of a symmetric unimodal function,”Proc. Amer. Math. Soc, 6 (1955), 170–176.. · Zbl 0066.37402 · doi:10.1090/S0002-9939-1955-0069229-1
[7] E. L. Lehmann,Testing Statistical Hypotheses, John Wiley and Sons, New York, 1959. · Zbl 0089.14102
[8] J. L. Doob,Stochastic Processes, John Wiley and Sons, New York, 1953.
[9] A. Wald, ” Note on the consistency of the maximum likelihood estimator,”Ann. Math. Staust., 20 (1949), 595–601. · Zbl 0034.22902 · doi:10.1214/aoms/1177729952
[10] K. L. Chung, ” The strong law of large numbers,”Proc. Second Berkeley Symp. on Math. Statist, and Prob., 1950, 341–352.
[11] H. Bergström, ”On the central limit theorem in the spaceR k ,k=1”Skandinavisk Actuar., 28 (1945), 106–127. · Zbl 0060.28708
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