Approximations for densities of sufficient estimators
充分估计量的密度近似AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要明确指出展开理论的扩展允许处理时间序列分析问题,但具体相关系数应用属于另一篇文章。
充分估计量的密度近似AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
A simple method of obtaining asymptotic expansions for the densities of sufficient estimators is described. It is an extension of the one developed by Barndorff-Nielsen & Cox (1979) for exponential families. A series expansion in powers of n−1 is derived of which the first term has an error of order n−1 which can effectively be reduced to n− / by renormalization.The results obtained are similar to those given by Daniels's (1954) saddlepoint method but the derivations are simpler. A brief treatment of approximations to conditional densities is given. Theorems are proved which extend the validity of the multivariate Edgeworth expansion to parametric families of densities of statistics which need not be standardized sums of independent and identically distributed vectors. These extensions permit the treatment of problems arising in time series analysis. The technique is used in another paper (Durbin, 1980) to obtain approximations to the densities of partial serial correlation coefficients.