Asymptotic normality of unbiased estimators in the case of an absolutely continuous multiparameter exponential family

DOI10.1007/S10958-013-1240-XMaRDI QIDQ354871zbMATH OpenOpenAlexFDO

Authors M. A. Oleinik, V. V. Chichagov

Publication date 22 July 2013

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-013-1240-x

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cites work

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• Asymptotic efficiency of minimum variance unbiased estimators
• Asymptotic equivalence of two estimators for an exponential family
• Concerning asymptotic normality of a class of unbiased estimators in the case of absolutely continuous distributions

Cited in

(11)

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• Limit distributions of unbiased estimators in natural exponential families
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
• On some sufficient conditions of asymptotical unbiasedness of consistent estimators
• scientific article; zbMATH DE number 879737 (Why is no real title available?)
• Necessary and sufficient conditions of proper estimators based on self density ratio for unnormalized statistical models
• The limit distribution of unbiased estimates of integral functionals whose sufficient statistics of the unknown parameter are the minimum and the maximum
• Quadratic error of unbiased estimator of density of joint distribution of sufficient statistics of multidimensional normal distribution
• scientific article; zbMATH DE number 4143239 (Why is no real title available?)
• scientific article; zbMATH DE number 5583592 (Why is no real title available?)
• Interval estimation of probability \(P(X<Y)\) in case of one-parameter exponential families using unbiased estimates

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