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On exponential rates of likelihood ratio estimators for location parameters

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  • Fu, James C.

Abstract

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.

Suggested Citation

  • Fu, James C., 1985. "On exponential rates of likelihood ratio estimators for location parameters," Statistics & Probability Letters, Elsevier, vol. 3(2), pages 101-105, April.
    • Handle: RePEc:eee:stapro:v:3:y:1985:i:2:p:101-105
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    Cited by:

    1. Kakizawa, Yoshihide, 1998. "On exponential rates of estimators of the parameter in the first-order autoregressive process," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 355-362, July.

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