Third Order Efficiency of the MLE —A Counterexample*

DOI10.1177/0008068319820304zbMath0509.62028OpenAlexW301436030WikidataQ124804833 ScholiaQ124804833MaRDI QIDQ4747384

Bimal Kumar Sinha, Jayanta K. Ghosh

Publication date: 1982

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319820304

zbMATH Keywords

counterexamplemaximum likelihood estimatethird order efficiencycurved exponential

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items (3)

Unnamed Item ⋮ Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh ⋮ More higher-order efficiency: Concentration probability

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