Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function

DOI10.1214/AOS/1176345005MaRDI QIDQ1140941zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Edgeworth expansionmaximum likelihood estimateBayes testsecond order efficiencyRao-Blackwell theorembounded bowl-shaped loss function

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Asymptotic properties of parametric estimators (62F12)

Cited in

(15)

• The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
• Information amount and higher-order efficiency in estimation
• Saddlepoint expansions for GEL estimators
• Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
• Higher order asymptotics in estimation for two-sided Weibull type distributions
• Efficient bias correction for cross-section and panel data
• Sam Wieand at the University of Pittsburgh
• A third-order optimum property of the maximum likelihood estimator
• The second-order bias and mean squared error of nonlinear estimators
• Edgeworth expansions for GEL estimators
• More higher-order efficiency: Concentration probability
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics
• The Professional Career and Contributions of Professor Masafumi Akahira
• Second order asymptotic optimality of estimators for a density with finite cusps

This page was built for publication: Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1140941)