A note on the super efficient estimator

DOI10.1016/0378-3758(85)90074-6MaRDI QIDQ1064701zbMATH OpenOpenAlexFDO

Authors B. K. Kale

Publication date 1985

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(85)90074-6

zbMATH Keywords

coverage probabilityequivalence with MLEestimating equationsexact sampling distributionfirst order efficiencyFisher informationHodges-LeCam super efficient estimatornormal distribution

Mathematics Subject Classification ID

Sufficiency and information (62B99) Exact distribution theory in statistics (62E15) Asymptotic properties of parametric estimators (62F12)

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Cites work

• An Optimum Property of Regular Maximum Likelihood Estimation
• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)

Cited in

(7)

• Optimal unbiased statistical estimating functions for Hilbert space valued parameters
• Superefficient estimation of multivariate trend.
• Estimation suroptimale de la densité par projection
• Are Super-efficient Estimators Super-powerful?
• scientific article; zbMATH DE number 1064665 (Why is no real title available?)
• Sparse estimation from noisy observations of an overdetermined linear system
• Backward stepwise ridge regression and the Lasso: how do they do as finders of true regressors and their coefficients?

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