Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
DOI10.1214/AOS/1176345005zbMATH Open0436.62031OpenAlexW2152075907MaRDI QIDQ1140941FDOQ1140941
Authors: Jayanta K. Ghosh, Bimal Kumar Sinha, Harry S. Wieand 
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345005
Edgeworth expansionmaximum likelihood estimateBayes testsecond order efficiencyRao-Blackwell theorembounded bowl-shaped loss function
Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12)
Cited In (15)
- Edgeworth expansions for GEL estimators
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
- A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics
- A third-order optimum property of the maximum likelihood estimator
- Saddlepoint expansions for GEL estimators
- Sam Wieand at the University of Pittsburgh
- More higher-order efficiency: Concentration probability
- Higher order asymptotics in estimation for two-sided Weibull type distributions
- Efficient bias correction for cross-section and panel data
- Second order asymptotic optimality of estimators for a density with finite cusps
- Information amount and higher-order efficiency in estimation
- The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
- The second-order bias and mean squared error of nonlinear estimators
- Addendum to ``A third-order optimum property of the maximum likelihood estimator
- The Professional Career and Contributions of Professor Masafumi Akahira
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