2. First-Order Asymptotics

  1. Robert E. Kass1 and
  2. Paul W. Vos2

Published Online: 13 SEP 2011

DOI: 10.1002/9781118165980.ch2

Geometrical Foundations of Asymptotic Inference

Geometrical Foundations of Asymptotic Inference

How to Cite

Kass, R. E. and Vos, P. W. (1997) First-Order Asymptotics, in Geometrical Foundations of Asymptotic Inference, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118165980.ch2

Author Information

  1. 1

    Department of Statistics, Carnegie Mellon University

  2. 2

    Department of Biostatistics, School of Allied Health Sciences, East Carolina University

Publication History

  1. Published Online: 13 SEP 2011
  2. Published Print: 3 JUL 1997

ISBN Information

Print ISBN: 9780471826682

Online ISBN: 9781118165980

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Keywords:

  • estimating equations;
  • auxiliary spaces;
  • Fisher information;
  • Kullback-Leibler divergence;
  • asymptotic normality

Summary

This chapter contains sections titled:

  • Introduction

  • Exponential Families

  • Curved Exponential Families: Definition and Examples

  • Estimators

  • Fisher Information

  • Consistency, Asymptotic Normality, and Efficiency

  • Bibliographical Remarks