More comparisons of MLE with UMVUE for exponential families

DOI10.1007/BF00050779zbMath0703.62034OpenAlexW1979391953MaRDI QIDQ916251

Elsie Sterbin Gottlieb

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1007/bf00050779

zbMATH Keywords

Paretogammamaximum likelihood estimatorMLEexponential familyuniformly minimum variance unbiased estimatorBernoullinormalPoissonnegative binomialUMVUEgeometriclognormalinverse Gaussianhyperbolic secantAEDasymptotic expected deficiencyone-parameter estimable function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

Related Items

Limit distributions of unbiased estimators in natural exponential families ⋮ Deficiency of Two Estimators in One-Parameter Exponential Family of Distributions ⋮ ML and UMVU estimation in the M/D/1 queuing system ⋮ Estimation of Measures in M/M/1 Queue

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