A note on the interpretation of the Bahadur bound and the rate of convergence of the maximum likelihood estimator

DOI10.1016/0167-7152(84)90063-4zbMath0598.62074OpenAlexW1972191591MaRDI QIDQ1079899

James C. Fu, Robert E. Kass

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90063-4

zbMATH Keywords

rate of convergencemaximum likelihood estimatorleast-squares estimatorstatistical curvatureintrinsic curvatureBahadur boundtwo-point one-parameter exponential model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Cites Work

• Large sample point estimation: A large deviation theory approach
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Differential geometry of curved exponential families. Curvatures and information loss
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