Asymptotic Efficiency of the Maximum Likelihood Estimator
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Publication:5517372
DOI10.1137/1110029zbMath0142.15402OpenAlexW1972187061MaRDI QIDQ5517372
Publication date: 1965
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1110029
Related Items (21)
Estimation of a density function at a point ⋮ Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates ⋮ Asymptotically minimax tests of composite hypotheses ⋮ A characterization of limiting distributions of regular estimates ⋮ On asymptotically efficient statistical inference on a signal parameter ⋮ An efficient algorithm to calculate the least squares estimates of the parameters in the logistic growth function and the application of beale’s measures of non-linearity for this model ⋮ The sharp lower bound of asymptotic efficiency of estimators in the zone of moderate deviation probabilities ⋮ Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators ⋮ The asymptotic spread of estimators ⋮ On the maximum-likelihood estimator for the location parameter of a cauchy distribution ⋮ Bounds for the efficiency of approximately median unbiased estimates ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ A note on efficiency ⋮ Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator ⋮ On the efficient estimation methods for the macro-economic models nonlinear in variables ⋮ Asymptotic efficiency of the maximum likelihood estimator ⋮ Unnamed Item ⋮ Maximum probability estimators ⋮ On the exponential approximation of a family of probability measures and a representation theorem of Hajek-Inagaki ⋮ On the limiting distribution of a sequence of estimators with uniformity property ⋮ The relative efficiency of method of moments estimators
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