Second order asymptotic optimality of estimators for a density with finite cusps

DOI10.1007/BF00052347zbMath0669.62005OpenAlexW2080379080MaRDI QIDQ1118925

Masafumi Akahira

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00052347

zbMATH Keywords

Edgeworth expansionasymptotically median unbiased estimatorsbias- adjusted maximum likelihood estimatorcontinuous density with finite cuspssecond order asymptotic distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Higher order asymptotics in estimation for two-sided Weibull type distributions

Cites Work

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• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
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• Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
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• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Asymptotic optimality of estimators in non-regular cases
• A third-order optimum property of the maximum likelihood estimator
• On the validity of the formal Edgeworth expansion
• LOSS OF INFORMATION ASSOCIATED WITH THE ORDER STATISTICS AND RELATED ESTIMATORS IN THE DOUBLE EXPONENTIAL DISTRIBUTION CASE
• Estimation of the Location of the Cusp of a Continuous Density

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