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scientific article; zbMATH DE number 16741
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scientific article; zbMATH DE number 16741 |
Statements
26 June 1992
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asymptotic Bahadur efficiency
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location parameter
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bounded support
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maximum likelihood estimator
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regularity conditions
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0.826348602771759
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0.8191461563110352
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[For the entire collection see Zbl 0725.00014.] In the case when a density \(f_ 0(x-\theta)\) with a location parameter \(\theta\) has bounded support, it is pointed out that the maximum likelihood estimator (MLE) of \(\theta\) based on i.i.d. random variables is not asymptotically efficient in the Bahadur sense. It is also shown that an additional condition to the usual regularity conditions for the MLE to be asymptotically efficient in the Bahadur sense is needed.
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