Higher order asymptotics in estimation for two-sided Weibull type distributions

DOI10.1007/BF00057738zbMath0698.62032OpenAlexW4240039999MaRDI QIDQ912519

Kei Takeuchi, Masafumi Akahira

Publication date: 1989

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00057738

zbMATH Keywords

maximum likelihood estimatorEdgeworth expansion2a-th order asymptotic distribution2a-th order asymptotic efficiencyasymptotically median unbiased estimatorsloss of asymptotic informationtwo-sided Weibull type density

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
• Second order asymptotic comparison of estimators of a common parameter in the double exponential case
• Second order asymptotic optimality of estimators for a density with finite cusps
• Second order efficiency of the MLE with respect to any bounded bowl- shaped loss function
• Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
• A third-order optimum property of the maximum likelihood estimator

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