most citedRelative Performance of Expected and Observed Fisher Information in Covariance Estimation for Maximum Likelihood Estimates

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math.ST2013★ 4 cited

Relative Performance of Expected and Observed Fisher Information in Covariance Estimation for Maximum Likelihood Estimates

Xumeng Cao

Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the cova…