Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh

DOI10.1007/BF00054796MaRDI QIDQ1817401zbMATH OpenWikidataFDO

Authors Masafumi Akahira

Publication date 9 November 1997

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

Full work available at URL https://doi.org/10.1007/BF00054796

zbMATH Keywords

Edgeworth expansionmaximum likelihood estimatorasymptotic cumulantsconcentration probabilitybias-adjusted maximum likelihood estimatorasymptotical median unbiasednessfourth order asymptotical symmetric efficiencyfourth order asymptotically efficientthird order asymptotically efficient estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cites work

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• Differential-geometrical methods in statistics
• Higher order asymptotics.
• On Efficiency of First and Second Order
• On the validity of the formal Edgeworth expansion
• Third Order Efficiency of the MLE —A Counterexample^*
• Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure

Cited in

(4)

• Optimizing lengths of confidence intervals: fourth-order efficiency in location models
• An expansion for the maximum likelihood estimator of location and its distribution function
• scientific article; zbMATH DE number 4044948 (Why is no real title available?)
• scientific article; zbMATH DE number 7387543 (Why is no real title available?)

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