Asymptotic optimality of the generalized Bayes estimator in multiparameter cases

DOI10.1007/BF02480297zbMath0451.62029MaRDI QIDQ1148081

Masafumi Akahira, Kei Takeuchi

Publication date: 1979

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

generalized Bayes estimatorsymmetric loss functionshigher order asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Asymptotic properties of parametric tests (62F05)

Related Items (7)

HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES ⋮ Higher‐order asymptotics of minimax estimators for time series ⋮ Maximum integrated likelihood estimator of the interest parameter when the nuisance parameter is location or scale ⋮ On second-order improved estimation of a gamma scale parameter ⋮ On improved estimation under Weibull model ⋮ On improved estimation of a gamma shape parameter ⋮ On Second Order Admissibilities in Two-Parameter Logistic Regression Model

Cites Work

• Discretized likelihood methods. Asymptotic properties of discretized likelihood estimators (DLE's)
• A third-order optimum property of the maximum likelihood estimator
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• Asymptotic Expansions Associated with Some Statistical Estimators in the Smooth Case. 1. Expansions of Random Variables
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