Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families

DOI10.1016/S0167-7152(95)00235-9zbMath0894.62029OpenAlexW1995738452MaRDI QIDQ1359750

Guijing Chen

Publication date: 10 August 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(95)00235-9

zbMATH Keywords

asymptotic efficiencyasymptotically median unbiased estimatorirregular truncated familyregular truncated distribution family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (3)

Moderate deviations for the maximum likelihood estimator ⋮ Efficiency and superefficiency in one-parameter two-sided truncated distribution families ⋮ An Overview of Asymptotic Properties of Estimators in Truncated Distributions

Cites Work

• Convergence rates of large deviations probabilities for point estimators
• Large deviations of estimators
• On a fundamental optimality of the maximum likelihood estimator
• The rate of convergence of consistent point estimators
• On large deviation expansion of distribution of maximum likelihood estimator and its application in large sample estimation
• On a theorem of Bahadur on the rate of convergence of point estimators
• Rates of Convergence of Estimates and Test Statistics
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
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