Second order asymptotic optimality of estimators for a density with finite cusps
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DOI: 10.1007/BF00052347
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- Pfanzagl, J. & Wefelmeyer, W., 1978. "A third-order optimum property of the maximum likelihood estimator," Journal of Multivariate Analysis, Elsevier, vol. 8(1), pages 1-29, March.
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- Masafumi Akahira & Nao Ohyauchi & Kei Takeuchi, 2007. "On the Pitman estimator for a family of non-regular distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 113-127.
- Masafumi Akahira & Kei Takeuchi, 1989. "Higher order asymptotics in estimation for two-sided Weibull type distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(4), pages 725-752, December.
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Keywords
Second order asymptotically median unbiased estimator; second order asymptotic distribution; Edgeworth expansion; maximum likelihood estimator;All these keywords.
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