THE 2ND-ORDER FISHER INFORMATION
成果类型：
Article
署名作者：
HOSOYA, Y
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1988
页码：
265274
关键词：
摘要：
The paper presents general second-order approximate formulae for the Fisher information of asymptotically normal statistics, and applies the formulae to a stationary time-series model as well as to an econometric simultaneous equation model. Also the second-order conditional information is evaluated for the exponential family and the location family. Conditioned on a second-order ancillary statistic, the second-order information loss of the maximum likelihood estimate is shown to be recovered.