Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh
DOI10.1007/BF00054796zbMATH Open0874.62023WikidataQ123194598 ScholiaQ123194598MaRDI QIDQ1817401FDOQ1817401
Publication date: 9 November 1997
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Recommendations
Edgeworth expansionmaximum likelihood estimatorasymptotic cumulantsconcentration probabilitybias-adjusted maximum likelihood estimatorasymptotical median unbiasednessfourth order asymptotical symmetric efficiencyfourth order asymptotically efficientthird order asymptotically efficient estimator
Cites Work
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- Third Order Efficiency of the MLE —A Counterexample*
- Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure
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