Second-order asymptotics for the number of times an estimator is more than from its target value

DOI10.1016/0378-3758(95)00008-WMaRDI QIDQ1907663zbMATH OpenOpenAlexFDO

Authors Nils Lid Hjort, Grete Fenstad

Publication date 23 June 1996

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(95)00008-w

zbMATH Keywords

asymptotic relative deficiencyasymptotic relative efficiencyBrownian motioncomparison of estimatorsexponential distributionslimit distributionsloss functionnumber of epsilon-missessecond-order asymptoticssecond-order optimalitytotal relative time

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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Cites work

• Asymptotic expansions related to minimum contrast estimators
• Deficiency
• Edgeworth series for lattice distributions
• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• scientific article; zbMATH DE number 4100386 (Why is no real title available?)
• scientific article; zbMATH DE number 3502600 (Why is no real title available?)
• scientific article; zbMATH DE number 3224089 (Why is no real title available?)
• Minimum chi-square, not maximum likelihood!
• On the last time and the number of times an estimator is more than from its target value
• On the time a diffusion process spends along a line
• Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value

Cited in

(5)

• On the last time and the number of times an estimator is more than from its target value
• Last passage time for the empirical mean of some mixing processes
• Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
• On the errors committed by sequences of estimator functionals
• On the time a diffusion process spends along a line

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