Third-order optimum properties of estimator-sequences

DOI10.1007/BF02056915zbMath0528.62022MaRDI QIDQ786472

Thomas J. Pfaff

Publication date: 1983

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175896

zbMATH Keywords

asymptotic expansionessentially complete classasymptotically complete classesthird-order optimum properties of estimator-sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Complete class results in statistical decision theory (62C07)

Related Items (1)

Bias reduction of maximum likelihood estimators using kernel estimators

Cites Work

• Unnamed Item
• Quick consistency of quasi maximum likelihood estimators
• A third-order optimum property of the maximum likelihood estimator
• A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• Results on probabilities of moderate deviations
• An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
• On Moments of Generalized Bayesian Estimators and Maximum Likelihood Estimators
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random Variables
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. II. Expansions of Moments and Distributions
• Some Limit Theorems for Large Deviations

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