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arXiv · 0907.4077

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

S. A. Venetiaan
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Abstract

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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S. A. Venetiaan. 2009-07-23. A fifth order expansion for the distribution function of the maximum likelihood estimator. https://arxiv.org/abs/0907.4077

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