Further discussion on second-order efficiency for estimation

MaRDI QIDQ5323466zbMATH OpenFDO

Authors

Publication date 23 July 2009

Full work available at URL https://eudml.org/doc/40097, http://www.idescat.cat/sort/questiio/questiiopdf/17.3.4.eguchi.pdf

zbMATH Keywords

maximum likelihood estimatorinformation lossminimum contrast estimatorcurved exponential familysecond-order efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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(3)

• Information amount and higher-order efficiency in estimation
• A projection method of estimation for a subfamily of exponential families
• A characterization of second order efficiency in a curved exponential family

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