Asymptotic efficiency of the maximum likelihood estimator

DOI10.1007/BF02869527zbMath0144.41302OpenAlexW2068582400MaRDI QIDQ2523669

Yanyan Li

Publication date: 1966

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

Full work available at URL: https://doi.org/10.1007/bf02869527

zbMATH Keywords

statistics

Related Items (23)

Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates ⋮ Variance bounds for estimators in autoregressive models with constraints ⋮ A characterization of limiting distributions of regular estimates ⋮ The accuracy of the normal approximation for minimum contrast estimates ⋮ The accuracy of the normal approximation for minimum contrast estimates ⋮ Contributions to maximum probability estimators ⋮ Cramer-type conditions and quadratic mean differentiability ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ Maximum probability estimators in the case of exponential distribution ⋮ Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator ⋮ Some developments in semiparametric statistics ⋮ A note on the maximum probability property of MLE's in multiparameter exponential families ⋮ On asymptotic properties of the maximum likelihood estimates of the general growth curve model ⋮ A third-order optimum property of the maximum likelihood estimator ⋮ The central limit theorem for maximum likelihood estimators of vector parameters: Locally uniform convergence ⋮ Asymptotic efficiency of the maximum likelihood estimator ⋮ Unnamed Item ⋮ Maximum probability estimators ⋮ More higher-order efficiency: Concentration probability ⋮ Asymptotic normality ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ On the limiting distribution of a sequence of estimators with uniformity property ⋮ A supplement to the convolution theorem

Cites Work

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• Asymptotic efficiency of the maximum likelihood estimator
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Asymptotic Efficiency of the Maximum Likelihood Estimator
• Note on the Consistency of the Maximum Likelihood Estimate
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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