A characterization of second order efficiency in a curved exponential family (Q802242)
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scientific article; zbMATH DE number 3881675
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| English | A characterization of second order efficiency in a curved exponential family |
scientific article; zbMATH DE number 3881675 |
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A characterization of second order efficiency in a curved exponential family (English)
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1984
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The optimality of estimation method is investigated in a curved exponential family. A risk function, which is an extension of a residual sum of squares in regression analysis, is introduced. It is shown that second order efficiency of an estimation method is equivalent to attain the minimum among limiting risks of all estimation methods.
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Kullback-Leibler divergence
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minimum contrast estimator
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optimality of estimation
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curved exponential family
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risk function
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residual sum of squares
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second order efficiency
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0.87885582447052
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0.784376323223114
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0.7727982401847839
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0.7669920921325684
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