Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency

zbMath0463.62026MaRDI QIDQ1153626

Publication date: 1981

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

maximum likelihood estimator asymptotic completeness Edgeworth expansion higher order asymptotic efficiency asymptotically median unbiased cn-consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

Asymptotic expansions of Bayes estimators for small diffusions, A characterization of limiting distributions of estimators in an autoregressive process, Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods, Estimation of a common parameter for pooled samples from the uniform distributions, Partial mixing and Edgeworth expansion, Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes, Second order asymptotic comparison of estimators of a common parameter in the double exponential case, DIFFERENTIAL GEOMETRY OFARFIMAPROCESSES, The sample mid-range and symmetrized extremal laws, Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances, Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties, Second-order asymptotic efficiency of PMLE in generalized linear models, Improved estimators for the location of double exponential distribution, Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case, Differential geometry of Edgeworth expansions in curved exponential family, Second order asymptotic optimality of estimators for a density with finite cusps, Second order optimality for estimators in time series regression models, VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES, Asymptotic cumulants of the estimator of the canonical parameter in the exponential family, High order asymptotic expansion for Wiener functionals, Higher‐order asymptotics of minimax estimators for time series, Asymptotic expansion and estimates of Wiener functionals, Second-order robustness for time series inference, The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure, Unnamed Item, Higher order asymptotics in estimation for two-sided Weibull type distributions, Information amount and higher-order efficiency in estimation, Asymptotic optimality of estimators in non-regular cases, Unnamed Item, Entropy and divergence associated with power function and the statistical application, Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe, Efficient Estimation in Two-Sided Truncated Location Models, Statistical morphisms and related invariance properties, The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases, The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models, The First- and Second-Order Large-Deviation Efficiency for an Exponential Family and Certain Curved Exponential Models, Second-Order Power Comparison of Tests, Sequential Estimation Procedures for End Points of Support in a Non-Regular Distribution, Estimation in Nonparametric Regression with Non-Regular Errors, Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property, Convergence rate for LS estimator in simple linear EV regression models, Sequential Point Estimation of the Location Parameter in the Location-Scale Family of Non-Regular Distributions, Concentration inequality of maximum likelihood estimator, Malliavin calculus and martingale expansion, Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models, Second-order properties of locally stationary processes, Limiting distributions for \(L_1\) regression estimators under general conditions, COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS, Deviation Inequalities for the Estimator of Linear Parameter in Stochastic Processes, THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN, A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics, Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh, THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL, Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations, More higher-order efficiency: Concentration probability, Second-order expansion for the expected regret risk in classification of one-parametric distributions, Discrimination distance bounds and statistical applications, Characterization of distributions in invariant models, Some contributions to efficient statistics in structural models: Specification and estimation of moment structures, SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION, Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process, Curvature and linear rank statistics