Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure

DOI10.1080/07474948908836186zbMath0689.62065OpenAlexW2025501529MaRDI QIDQ3031797

Kei Takeuchi, Masafumi Akahira

Publication date: 1989

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948908836186

zbMATH Keywords

Edgeworth expansionsstopping rulesasymptotically median unbiased estimatorWald identitydistributions of regular estimatorsmodified maximum likelihood estimationthird-order asymptotic bondsuniformly third order asymptotically efficient

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (8)

The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure ⋮ Unnamed Item ⋮ An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment ⋮ Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci ⋮ Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters ⋮ Conformal geometry of sequential test in multidimensional curved exponential family ⋮ Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh ⋮ Conformal Geometry of Statistical Manifold with Application to Sequential Estimation

Cites Work

• Defining the curvature of a statistical problem (with applications to second order efficiency)
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