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

DOI10.1007/S10958-013-1240-XzbMATH Open1267.62055OpenAlexW1982765995MaRDI QIDQ354871FDOQ354871

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Asymptotic efficiency of minimum variance unbiased estimators
• Concerning asymptotic normality of a class of unbiased estimators in the case of absolutely continuous distributions
• Asymptotic equivalence of two estimators for an exponential family
• Title not available (Why is that?)

Cited In (10)

• Title not available (Why is that?)
• Limit distributions of unbiased estimators in natural exponential families
• Asymptotic cumulants of the estimator of the canonical parameter in the exponential family
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Interval estimation of probability \(P(X<Y)\) in case of one-parameter exponential families using unbiased estimates

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