Second-order asymptotic comparison of estimators under φ-divergence loss

DOI10.1080/02331880802605262MaRDI QIDQ5400799zbMATH OpenOpenAlexFDO

Authors

Publication date 12 March 2014

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331880802605262

zbMATH Keywords

Kullback-Leibler losssecond-order admissibility\(\phi\)-divergence lossdivergence-loss coefficientsecond-order comparison

Mathematics Subject Classification ID

Point estimation (62F10) General considerations in statistical decision theory (62C05)

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Cites work

• scientific article; zbMATH DE number 4072103 (Why is no real title available?)
• scientific article; zbMATH DE number 2221907 (Why is no real title available?)
• A necessary and sufficient condition for second order admissibility with applications to Berkson's bioassay problem
• Minimum \(K_\phi\)-divergence estimator.
• On Information and Sufficiency
• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION

Cited in

(2)

• SECOND ORDER ASYMPTOTIC COMPARISON OF ESTIMATORS UNDER UNIVERSAL DOMINATION CRITERION
• On characterization of second-order asymptotic optimality under asymmetric loss functions: loss coefficient vector and admissibility

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