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ASYMPTOTIC EFFICIENCY OF ESTIMATORS UNDER ASYMMETRIC LOSS FUNCTIONS - MaRDI portal

ASYMPTOTIC EFFICIENCY OF ESTIMATORS UNDER ASYMMETRIC LOSS FUNCTIONS (Q4857114)

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scientific article; zbMATH DE number 820231
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English
ASYMPTOTIC EFFICIENCY OF ESTIMATORS UNDER ASYMMETRIC LOSS FUNCTIONS
scientific article; zbMATH DE number 820231

    Statements

    ASYMPTOTIC EFFICIENCY OF ESTIMATORS UNDER ASYMMETRIC LOSS FUNCTIONS (English)
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    26 November 1995
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    efficiency
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    risk functions
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    asymmetric loss functions
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    asymptotically lower risk bound
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    shift of location
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    optimal estimators
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    estimating function
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    asymptotic bias
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