Third-order optimum properties of estimator-sequences

DOI10.1007/BF02056915zbMATH Open0528.62022MaRDI QIDQ786472FDOQ786472

Authors: Thomas J. Pfaff 

Publication date: 1983

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175896

zbMATH Keywords

asymptotic expansionessentially complete classasymptotically complete classesthird-order optimum properties of estimator-sequences

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Complete class results in statistical decision theory (62C07)

Cites Work

• Title not available (Why is that?)
• Some Limit Theorems for Large Deviations
• A third-order optimum property of the maximum likelihood estimator
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. II. Expansions of Moments and Distributions
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random Variables
• An Asymptotic Expansion for a Class of Estimators Containing Maximum Likelihood Estimators
• Quick consistency of quasi maximum likelihood estimators
• A multidimensional Newton-Raphson method and its applications to the existence of asymptotic \(F_N\)-estimators and their stochastic expansions
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• Results on probabilities of moderate deviations
• On Moments of Generalized Bayesian Estimators and Maximum Likelihood Estimators

Cited In (1)

• Bias reduction of maximum likelihood estimators using kernel estimators

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