Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh

DOI10.1007/BF00054796zbMath0874.62023WikidataQ123194598 ScholiaQ123194598MaRDI QIDQ1817401

Masafumi Akahira

Publication date: 9 November 1997

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

zbMATH Keywords

maximum likelihood estimatorEdgeworth expansionasymptotic cumulantsconcentration probabilitybias-adjusted maximum likelihood estimatorasymptotical median unbiasednessfourth order asymptotical symmetric efficiencyfourth order asymptotically efficientthird order asymptotically efficient estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (3)

Unnamed Item ⋮ An expansion for the maximum likelihood estimator of location and its distribution function ⋮ Optimizing Lengths of Confidence Intervals: Fourth-Order Efficiency in Location Models

Cites Work

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• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• On the validity of the formal Edgeworth expansion
• Differential-geometrical methods in statistics
• Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure
• On Efficiency of First and Second Order
• Third Order Efficiency of the MLE —A Counterexample^*

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