Addendum to ``A third-order optimum property of the maximum likelihood estimator

DOI10.1016/0047-259X(79)90077-0zbMath0399.62026MaRDI QIDQ1254797

Johann Pfanzagl, Wolfgang Wefelmeyer

Publication date: 1979

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimatornonsymmetric loss functionsthird-order optimum property

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Complete class results in statistical decision theory (62C07)

Related Items (14)

Two-sample goodness-of-fit tests when ties are present ⋮ A case of asymptotic equivalence between conditional and marginal maximum likelihood estimators ⋮ Principal component decomposition of non-parametric tests ⋮ An infinite dimensional convolution theorem with applications to random censoring and missing data models ⋮ Efficient estimates in linear and nonlinear regression with heteroscedastic errors ⋮ Efficient estimation in a semiparametric additive regression model with autoregressive errors ⋮ Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models ⋮ Asymptotic optimality of the generalized Bayes estimator in multiparameter cases ⋮ Tests of Coefficients of Variation of Normal Population ⋮ A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension ⋮ Local asymptotic normality for autoregression with infinite order ⋮ Third-order optimum properties of estimator-sequences ⋮ A supplement to the convolution theorem ⋮ On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes

Cites Work

• Unnamed Item
• Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
• 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
• Asymptotic expansions in the central limit theorem under moment conditions

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