Higher order asymptotics in estimation for two-sided Weibull type distributions
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Publication:912519
DOI10.1007/BF00057738zbMath0698.62032MaRDI QIDQ912519
Masafumi Akahira, Kei Takeuchi
Publication date: 1989
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
maximum likelihood estimator; Edgeworth expansion; 2a-th order asymptotic distribution; 2a-th order asymptotic efficiency; asymptotically median unbiased estimators; loss of asymptotic information; two-sided Weibull type density
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
Cites Work
- Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
- Second order asymptotic comparison of estimators of a common parameter in the double exponential case
- Second order asymptotic optimality of estimators for a density with finite cusps
- Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- A third-order optimum property of the maximum likelihood estimator
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