Second order asymptotic comparison of estimators of a common parameter in the double exponential case (Q1091057): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q3036479 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5186554 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Estimation of a common parameter for pooled samples from the uniform distributions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Non-regular statistical estimation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4742131 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Combining Estimates of Location / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: LOSS OF INFORMATION ASSOCIATED WITH THE ORDER STATISTICS AND RELATED ESTIMATORS IN THE DOUBLE EXPONENTIAL DISTRIBUTION CASE / rank | |||
Normal rank |
Latest revision as of 10:35, 18 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Second order asymptotic comparison of estimators of a common parameter in the double exponential case |
scientific article |
Statements
Second order asymptotic comparison of estimators of a common parameter in the double exponential case (English)
0 references
1987
0 references
Let \(X_{i1},X_{i2},...,X_{in}\), \(i=1,2,...,m\), be m sets of independent samples each of size n, and for each i let \(X_{ij}\) have the following density function, \(j=1,...,n:\) \[ f(x,\theta,\tau_ i) = (1/2\pi i)\exp (-| X-\theta | /\tau_ i),\quad -\infty <x<\infty, \] where \(\theta\) is estimated and \(\tau_ i\) is a nuisance parameter and both are real and positive parameters. The author obtains the asymptotic expansions of the distributions of such estimators of \(\theta\) for maximum likelihood estimators, the weighted median and the weighted mean, and asymptotically compares them to the second order, i.e. the order \(n^{-}\).
0 references
second order asymptotic comparison of estimators
0 references
double exponential distributions
0 references
nuisance parameter
0 references
asymptotic expansions
0 references
maximum likelihood estimators
0 references
weighted median
0 references
weighted mean
0 references
0 references