A characterization of second order efficiency in a curved exponential family

DOI10.1007/BF02481964MaRDI QIDQ802242zbMATH OpenFDO

Authors Shinto Eguchi

Publication date 1984

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

Kullback-Leibler divergenceresidual sum of squaresrisk functionminimum contrast estimatorcurved exponential familysecond order efficiencyoptimality of estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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Cites work

• scientific article; zbMATH DE number 3502600 (Why is no real title available?)
• A characterization of second order efficiency in a curved exponential family
• A note on minimum distance estimates
• Differential geometry of curved exponential families. Curvatures and information loss
• Maximum likelihood and decision theory
• Second order efficiency of minimum contrast estimators in a curved exponential family
• Unbiased estimators in the sense of Lehmann and their discrimination rates

Cited in

(5)

• On preferred point geometry in statistics
• A projection method of estimation for a subfamily of exponential families
• The First- and Second-Order Large-Deviation Efficiency for an Exponential Family and Certain Curved Exponential Models
• A characterization of second order efficiency in a curved exponential family
• Further discussion on second-order efficiency for estimation

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