Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency - Concepts and Higher Order Asymptotic Efficiency (Paperback, Softcover reprint of the original 1st ed. 1981)

This monograph is a collection of results recently obtained by the authors. Most of these have been published, while others are awaitlng publication. Our investigation has two main purposes. Firstly, we discuss higher order asymptotic efficiency of estimators in regular situa tions. In these situations it is known that the maximum likelihood estimator (MLE) is asymptotically efficient in some (not always specified) sense. However, there exists here a whole class of asymptotically efficient estimators which are thus asymptotically equivalent to the MLE. It is required to make finer distinctions among the estimators, by considering higher order terms in the expansions of their asymptotic distributions. Secondly, we discuss asymptotically efficient estimators in non regular situations. These are situations where the MLE or other estimators are not asymptotically normally distributed, or where l 2 their order of convergence (or consistency) is not n /, as in the regular cases. It is necessary to redefine the concept of asympto tic efficiency, together with the concept of the maximum order of consistency. Under the new definition as asymptotically efficient estimator may not always exist. We have not attempted to tell the whole story in a systematic way. The field of asymptotic theory in statistical estimation is relatively uncultivated. So, we have tried to focus attention on such aspects of our recent results which throw light on the area."

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Lecture Notes in Statistics, 7
Release date:	June 1981
First published:	1981
Authors:	Masafumi Akahira • Kei Takeuchi
Dimensions:	229 x 152 x 14mm (L x W x T)
Format:	Paperback
Pages:	242
Edition:	Softcover reprint of the original 1st ed. 1981
ISBN-13:	978-0-387-90576-1
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	0-387-90576-6
Barcode:	9780387905761

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