On exponential rates of likelihood ratio estimators for location parameters
type: Item
instance of: scholarly article
title: On exponential rates of likelihood ratio estimators for location parameters
zbMATH Open document ID: 0575.62035
DOI: 10.1016/0167-7152(85)90034-3
author: James C. Fu
published in: Statistics \& Probability Letters
publication date: 1985-01-01T00:00:00Z
review text: In this paper the exponential rates, bounds, and local exponential rates for likelihood ratio estimators are studied. Under certain regularity conditions, a family of likelihood ratio estimators is shown to be admissible in exponential rate. It is also shown that the maximum likelihood estimator is the limit of this family of estimators.
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62E10
zbMATH DE Number: 3919556
zbMATH Keywords: consistent estimator
zbMATH Keywords: translation invariant estimator
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: bounds
zbMATH Keywords: exponential rates
zbMATH Keywords: likelihood ratio estimators
MaRDI profile type: Publication
full work available at URL: 0167-7152(85)90034-3
OpenAlex ID: W1969027239
cites work: Q5671986
cites work: Defining the curvature of a statistical problem (with applications to second order efficiency)
cites work: Maximum likelihood and decision theory
cites work: On a theorem of Bahadur on the rate of convergence of point estimators
cites work: The rate of convergence of consistent point estimators
cites work: Large sample point estimation: A large deviation theory approach
cites work: Q3687506
cites work: Estimates of location: a large deviation comparison
description: scientific article; zbMATH DE number 3919556