Second order asymptotic comparison of the discretized likelihood estimator with asymptotically efficient estimators in the double exponential case

zbMath0781.62036MaRDI QIDQ1205993

Masafumi Akahira

Publication date: 1 April 1993

Published in: Metron (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitymaximum likelihood estimatordouble exponential distributionconcentration probabilityasymptotically median unbiased estimatorsdiscretized likelihood estimatorsecond order asymptotically efficient estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

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