Addendum to ``A third-order optimum property of the maximum likelihood estimator

DOI10.1016/0047-259X(79)90077-0MaRDI QIDQ1254797zbMATH OpenFDO

Authors Johann Pfanzagl, Wolfgang Wefelmeyer

Publication date 1979

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(79)90077-0

zbMATH Keywords

maximum likelihood estimatornonsymmetric loss functionsthird-order optimum property

Mathematics Subject Classification ID

Complete class results in statistical decision theory (62C07) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Cites work

• A third-order optimum property of the maximum likelihood estimator
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random Variables
• Asymptotic expansions in the central limit theorem under moment conditions
• scientific article; zbMATH DE number 3565930 (Why is no real title available?)
• Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function

Cited in

(14)

• Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models
• Asymptotic optimality of the generalized Bayes estimator in multiparameter cases
• On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
• Two-sample goodness-of-fit tests when ties are present
• Principal component decomposition of non-parametric tests
• Efficient estimates in linear and nonlinear regression with heteroscedastic errors
• Local asymptotic normality for autoregression with infinite order
• Efficient estimation in a semiparametric additive regression model with autoregressive errors
• A case of asymptotic equivalence between conditional and marginal maximum likelihood estimators
• An infinite dimensional convolution theorem with applications to random censoring and missing data models
• Tests of Coefficients of Variation of Normal Population
• Third-order optimum properties of estimator-sequences
• A supplement to the convolution theorem
• A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension

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