| 期刊全称 | Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency | | 期刊简称 | Concepts and Higher | | 影响因子2023 | Masafumi Akahira,Kei Takeuchi | | 视频video | | | 学科分类 | Lecture Notes in Statistics | | 图书封面 |  | | 影响因子 | 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 | | Pindex | Book 1981 |
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发表于 2025-3-21 16:34:50
