A characterization of second order efficiency in a curved exponential family
type: Item
instance of: scholarly article
title: A characterization of second order efficiency in a curved exponential family
zbMATH Open document ID: 0553.62026
DOI: 10.1007/BF02481964
author: Shinto Eguchi
published in: Annals of the Institute of Statistical Mathematics
publication date: 1984-01-01T00:00:00Z
review text: The optimality of estimation method is investigated in a curved exponential family. A risk function, which is an extension of a residual sum of squares in regression analysis, is introduced. It is shown that second order efficiency of an estimation method is equivalent to attain the minimum among limiting risks of all estimation methods.
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 3881675
zbMATH Keywords: Kullback-Leibler divergence
zbMATH Keywords: minimum contrast estimator
zbMATH Keywords: optimality of estimation
zbMATH Keywords: curved exponential family
zbMATH Keywords: risk function
zbMATH Keywords: residual sum of squares
zbMATH Keywords: second order efficiency
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 3881675