Masafumi Akahira

(Author)

Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency: Concepts and Higher Order Asymptotic Efficiency (SofPaperback - Softcover Reprint of the Original 1st 1981, 5 June 1981

Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency: Concepts and Higher Order Asymptotic Efficiency (Sof
Qty
1
Turbo
Ships in 2 - 3 days
In Stock
Free Delivery
Cash on Delivery
15 Days
Free Returns
Secure Checkout
Buy More, Save More
Turbo Shipping
Part of Series
Lecture Notes in Statistics
Print Length
242 pages
Language
English
Publisher
Springer
Date Published
5 Jun 1981
ISBN-10
0387905766
ISBN-13
9780387905761

Description

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.

Product Details

Authors:
Masafumi AkahiraKei Takeuchi
Book Edition:
Softcover Reprint of the Original 1st 1981
Book Format:
Paperback
Country of Origin:
US
Date Published:
5 June 1981
Dimensions:
22.86 x 15.24 x 1.37 cm
ISBN-10:
0387905766
ISBN-13:
9780387905761
Language:
English
Location:
New York, NY
Pages:
242
Publisher:
Weight:
344.73 gm

Related Categories


Need Help?
+971 6 731 0280
support@gzb.ae

About UsContact UsPayment MethodsFAQsShipping PolicyRefund and ReturnTerms of UsePrivacy PolicyCookie Notice

VisaMastercardCash on Delivery

© 2024 White Lion General Trading LLC. All rights reserved.