Second order asymptotic optimality of estimators for a density with finite cusps (Q1118925)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order asymptotic optimality of estimators for a density with finite cusps |
scientific article |
Statements
Second order asymptotic optimality of estimators for a density with finite cusps (English)
0 references
1988
0 references
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.
0 references
Edgeworth expansion
0 references
continuous density with finite cusps
0 references
second order asymptotic distribution
0 references
asymptotically median unbiased estimators
0 references
bias- adjusted maximum likelihood estimator
0 references
0 references
0 references
0 references
0 references
0 references
