Second order asymptotic optimality of estimators for a density with finite cusps (Q1118925)
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scientific article
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| English | Second order asymptotic optimality of estimators for a density with finite cusps |
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Second order asymptotic optimality of estimators for a density with finite cusps (English)
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1988
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We consider i.i.d. samples from a continuous density with finite cusps. Then we obtain the bound for the second order asymptotic distribution of all asymptotically median unbiased estimators. Further we get the second order asymptotic distribution of a bias-adjusted maximum likelihood estimator, and we see that it is not generally second order asymptotically efficient.
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Edgeworth expansion
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continuous density with finite cusps
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second order asymptotic distribution
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asymptotically median unbiased estimators
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bias- adjusted maximum likelihood estimator
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