The First- and Second-Order Large-Deviation Efficiency for an Exponential Family and Certain Curved Exponential Models

DOI10.1080/03610920802452578zbMath1318.62075OpenAlexW1996887200MaRDI QIDQ3585245

Masafumi Akahira

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://tsukuba.repo.nii.ac.jp/?action=repository_action_common_download&item_id=29189&item_no=1&attribute_id=17&file_no=1

zbMATH Keywords

saddlepoint approximationtail probabilitylower boundmaximum likelihood estimatorasymptotically median unbiased estimatorlarge-deviationcurved exponential model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Large deviations (60F10)

Cites Work

• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• Large sample point estimation: A large deviation theory approach
• On a theorem of Bahadur on the rate of convergence of point estimators
• Saddle point approximation for the distribution of the sum of independent random variables
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item