Second order asymptotic efficlency in terms of the asymptotic variance of seqrential estimation procedures in the presence of nrisance parameters

DOI10.1080/07474949108836224zbMath0721.62078OpenAlexW2049927042MaRDI QIDQ5753405

Masafumi Akahira, Kei Takeuchi

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/07474949108836224

zbMATH Keywords

maximum likelihood estimationnuisance parameterssecond order asymptotic efficiencyasymptotically median unbiased estimatorBhattacharyya type boundasymptotic variance of estimation proceduresmodified ML estimation

Mathematics Subject Classification ID

Sequential estimation (62L12)

Related Items (3)

The bhattacharyya type bound foe the asymptotic variance and the sequential discretized likelihood estimation procedure ⋮ An information inequality bound for the asymptotic variance of sequential estimation procedures of a linearly combined parameter and its attainment ⋮ Second-order asymptotic comparison of the MLE and MCLE for a two-sided truncated exponential family of distributions

Cites Work

• Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure
• Note on the Consistency of the Maximum Likelihood Estimate
• Unnamed Item

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