On a fundamental optimality of the maximum likelihood estimator
type: Item
instance of: scholarly article
title: On a fundamental optimality of the maximum likelihood estimator
zbMATH Open document ID: 0605.62012
DOI: 10.1016/0167-7152(86)90061-1
author: James C. Fu
author: Ping Cheng
published in: Statistics \& Probability Letters
publication date: 1986-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 3978121
zbMATH Keywords: rate of exponential convergence
zbMATH Keywords: consistent estimator
zbMATH Keywords: Bahadur bound
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: exponential family
MaRDI profile type: Publication
full work available at URL: 0167-7152(86)90061-1
OpenAlex ID: W2013246722
cites work: Q5671986
cites work: Q3234955
cites work: Minimum chi-square, not maximum likelihood!
cites work: Defining the curvature of a statistical problem (with applications to second order efficiency)
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: Q3694459
cites work: Q5526190
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description: scientific article; zbMATH DE number 3978121