Second-order optimality of randomized estimation and test procedures

DOI10.1016/0047-259X(81)90113-5zbMath0472.62039MaRDI QIDQ1157855

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

Related Items (2)

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

Cites Work

• A third-order optimum property of the maximum likelihood estimator
• Asymptotic expansions related to minimum contrast estimators
• Asymptotic expansions in the central limit theorem under moment conditions
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