Asymptotic efficiency of estimators of functionals of mixed distributions

DOI10.1214/AOS/1176346798MaRDI QIDQ761738zbMATH OpenOpenAlexFDO

Authors Luke Tierney, Diane Lambert

Publication date 1984

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346798

zbMATH Keywords

convolutionempirical distributionmaximum likelihood estimatorrepresentationmixed Poisson distributionregular estimatorone-parameter exponential familyasymptotic variance bounddifferentiability conditionestimators of functionals of mixed distributionstheorem

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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• Confidence Intervals for Nonparametric Empirical Bayes Analysis
• Asymptotic efficiency of the Spearman estimator and characterizations of distributions
• Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study
• Asymptotic properties of nonparametric M-estimation for mixing functional data
• An asymptotically effective estimate of a distribution from a sample with varying mixture

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