Abstract
In the present note, asymptotic expansions for conditional and unconditional distributions of the score vector are derived. Our aim is to consider these expansions in the light of differential geometry, particularly the theory of derivative strings. Expansions for the distributions of the maximum likelihood estimator are obtained from those for the score vector via transformation, with a view to interpreting from the standpoint of differential geometry the various terms entering the expansions.
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The present work was carried out at the Department of Theoretical Statistics, University of Aarhus, Denmark, with support from the Danish-French Cultural Exchange Programme.
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Mora, M. Geometrical expansions for the distributions of the score vector and the maximum likelihood estimator. Ann Inst Stat Math 44, 63–83 (1992). https://doi.org/10.1007/BF00048670
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DOI: https://doi.org/10.1007/BF00048670