On a fundamental optimality of the maximum likelihood estimator

DOI10.1016/0167-7152(86)90061-1zbMath0605.62012OpenAlexW2013246722MaRDI QIDQ1083784

James C. Fu, Ping Cheng

Publication date: 1986

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(86)90061-1

zbMATH Keywords

maximum likelihood estimatorexponential familyconsistent estimatorBahadur boundrate of exponential convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items

On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation ⋮ Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families ⋮ Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution ⋮ Weak convergence and the exponential rate of concentration for posterior density functions

Cites Work

• Minimum chi-square, not maximum likelihood!
• Large sample point estimation: A large deviation theory approach
• The rate of convergence of consistent point estimators
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• On a theorem of Bahadur on the rate of convergence of point estimators
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item