Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure

DOI10.1080/07474948908836186MaRDI QIDQ3031797zbMATH OpenOpenAlexFDO

Authors Masafumi Akahira, Kei Takeuchi

Publication date 1989

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948908836186

zbMATH Keywords

asymptotically median unbiased estimatordistributions of regular estimatorsEdgeworth expansionsmodified maximum likelihood estimationstopping rulesthird-order asymptotic bondsuniformly third order asymptotically efficientWald identity

Mathematics Subject Classification ID

Sequential estimation (62L12)

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Cites work

• Defining the curvature of a statistical problem (with applications to second order efficiency)
• scientific article; zbMATH DE number 19716 (Why is no real title available?)
• scientific article; zbMATH DE number 1199778 (Why is no real title available?)
• scientific article; zbMATH DE number 3045589 (Why is no real title available?)

Cited in

(12)

• Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh
• Conformal geometry of sequential test in multidimensional curved exponential family
• Conformal geometry of statistical manifold with application to sequential estimation
• scientific article; zbMATH DE number 3868519 (Why is no real title available?)
• scientific article; zbMATH DE number 3965183 (Why is no real title available?)
• scientific article; zbMATH DE number 19716 (Why is no real title available?)
• An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment
• scientific article; zbMATH DE number 774827 (Why is no real title available?)
• The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure
• scientific article; zbMATH DE number 7387543 (Why is no real title available?)
• Discussion on ``Sequential estimation for time series models by T. N. Sriram and Ross Iaci
• Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters

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