By first examining the derivatives of the null moments of log likelihood derivatives, show that the derivatives
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By first examining the derivatives of the null moments of log likelihood derivatives, show that the derivatives of the null cumulants satisfy State the generalization of this result that applies to
(i) cumulants of arbitrary order (Skovgaard, 1986a)
(ii) derivatives of arbitrary order.
Hence derive identities (7.2) by repeated differentiation of κr
(θ).
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Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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