scientific article; zbMATH DE number 16741
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Publication:3973426
[For the entire collection see Zbl 0725.00014.] In the case when a density \(f_ 0(x-\theta)\) with a location parameter \(\theta\) has bounded support, it is pointed out that the maximum likelihood estimator (MLE) of \(\theta\) based on i.i.d. random variables is not asymptotically efficient in the Bahadur sense. It is also shown that an additional condition to the usual regularity conditions for the MLE to be asymptotically efficient in the Bahadur sense is needed.
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