Second-order optimality of randomized estimation and test procedures

DOI10.1016/0047-259X(81)90113-5MaRDI QIDQ1157855zbMATH OpenFDO

Authors Friedrich Götze

Publication date 1981

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Edgeworth expansionsmedian-unbiasednessrandomized optimum procedures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cites work

• scientific article; zbMATH DE number 3145638 (Why is no real title available?)
• scientific article; zbMATH DE number 3665982 (Why is no real title available?)
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3553540 (Why is no real title available?)
• A third-order optimum property of the maximum likelihood estimator
• Asymptotic expansions in the central limit theorem under moment conditions
• Asymptotic expansions related to minimum contrast estimators

Cited in

(2)

• Third-order efficiency of conditional tests in exponential models: The lattice case
• An asymptotic minimax theorem of order \(n^{-1/2}\)

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