The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases

DOI10.1007/BF00116477zbMath0782.62031MaRDI QIDQ1207624

Masafumi Akahira

Publication date: 1 April 1993

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

zbMATH Keywords

non-regular distributionsmaximum probability estimatorlocation parameter familyasymptotic concentration probabilityasymptotically median unbiased estimatorhigher order two-sided asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (4)

Loss of information of a statistic for a family of non-regular distributions. II: More general case ⋮ COMPARISON OF THE BAYES RISKS OF ESTIMATORS FOR A FAMILY OF TRUNCATED NORMAL DISTRIBUTIONS ⋮ Loss of information of a statistic for a family of non-regular distributions ⋮ Sequential Interval Estimation of a Location Parameter with Fixed Width in the Nonregular Case∗

Cites Work

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• Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Maximum probability estimators and related topics
• A third-order optimum property of the maximum likelihood estimator
• Maximum probability estimators

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