The First- and Second-Order Large-Deviation Efficiency for an Exponential Family and Certain Curved Exponential Models

DOI10.1080/03610920802452578zbMATH Open1318.62075OpenAlexW1996887200MaRDI QIDQ3585245FDOQ3585245

Authors: Masafumi Akahira 

Publication date: 19 August 2010

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/?action=repository_action_common_download&item_id=29189&item_no=1&attribute_id=17&file_no=1

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zbMATH Keywords

tail probabilitymaximum likelihood estimatorsaddlepoint approximationlower boundasymptotically median unbiased estimatorlarge-deviationcurved exponential model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Large deviations (60F10)

Cites Work

• Title not available (Why is that?)
• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Saddle point approximation for the distribution of the sum of independent random variables
• Saddlepoint approximations
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Title not available (Why is that?)
• Higher order asymptotics.
• Large sample point estimation: A large deviation theory approach
• On a theorem of Bahadur on the rate of convergence of point estimators

Cited In (3)

• Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
• A characterization of second order efficiency in a curved exponential family
• Further discussion on second-order efficiency for estimation

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