Non-regular statistical estimation
In the theory of statistical inference, parametric estimation plays a major role. Under some ``regularity conditions, it is known that the maximum likelihood estimators are consistent, asymptotically normal and asymptotically efficient in the sense that they achieve the Cramér-Rao lower bound. However there are situations where these ``regularity conditions are not satisfied and yet the estimations are ``super- efficient in some sense. The subject matter of this monograph is the study of such ``nonregular and other related problems. The contents of the monograph are as follows: Chapter 1: General discussion on unbiased estimation; Chapter 2: Lower bound for the variance of unbiased estimators; Chapter 3: Amounts of information and the minimum variance unbiased estimators; Chapter 4: Loss of information associated with the order statistics and related estimators in the case of double exponential distributions; Chapter 5: Estimation of a common parameter for pooled samples from the uniform distributions and the double exponential distribution; Chapter 6: Higher-order asymptotics in estimation for two-sided Weibull type distributions; Chapter 7: ``3/2- th and second order asymptotics for the generalised Bayes estimators for a family of truncated distributions; Supplement: The bound for the asymptotic distribution of estimators when the maximum order of consistency depends on the parameter. The monograph has a large number of examples sprinkled throughout and is a welcome addition to the list of books on asymptotic theory of estimation.
- scientific article; zbMATH DE number 3940393
- scientific article; zbMATH DE number 4176228
- On the asymptotic behaviour of general maximum likelihood estimates for the nonregular case under nonstandard conditions
- The Asymptotic Bound by the Kiefer-Type Information Inequality and Its Attainment
- The theory and applications of statistical inference functions
- Second order asymptotic comparison of estimators of a common parameter in the double exponential case
- Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp
- The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
- The theory and applications of statistical inference functions
- Estimation of cusp in nonregular nonlinear regression models.
- Statistical estimation for truncated exponential families
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Loss of information of a statistic for a family of non-regular distributions
- Loss of information of a statistic for a family of non-regular distributions. II: More general case
- A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions
- Non-parametric lower bounds and information functions
- EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
- Sequential Interval Estimation of a Location Parameter with Fixed Width in the Nonregular Case∗
- Two non-regular extensions of large deviation bound
- Sequential estimation procedures for end points of support in a non-regular distribution
- Estimation in Nonparametric Regression with Non-Regular Errors
- Delta method approach in a certain irregular condition
- The Information Inequality in Sequential Estimation for the Uniform Case
- scientific article; zbMATH DE number 2004992 (Why is no real title available?)
- scientific article; zbMATH DE number 7387543 (Why is no real title available?)
- Quantum-state estimation problem via optimal design of experiments
- Quantum enhanced metrology of Hamiltonian parameters beyond the Cramèr-Rao bound
- The Asymptotic Bound by the Kiefer-Type Information Inequality and Its Attainment
- Sequential Point Estimation of the Location Parameter in the Location-Scale Family of Non-Regular Distributions
- On the discontinuity of the quantum Fisher information for quantum statistical models with parameter dependent rank
- Large deviation theory for non-regular location shift family
- Precision magnetometry exploiting excited state quantum phase transitions
- Limiting behavior of relative Rényi entropy in a non-regular location shift family
- The limit distribution of unbiased estimates of integral functionals whose sufficient statistics of the unknown parameter are the minimum and the maximum
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