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Bücher Englische Bücher Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency
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Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency
Masafumi Akahira, Kei Takeuchi (Broschiert, Englisch)
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Beschreibung
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. 53,49 €
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Technische Daten
Erscheinungsdatum
05.06.1981
Sprache
Englisch
EAN
9780387905761
Herausgeber
Springer US
Serien- oder Bandtitel
Lecture Notes in Statistics
Sonderedition
Nein
Autor
Masafumi Akahira, Kei Takeuchi
Seitenanzahl
242
Einbandart
Broschiert
Buch Untertitel
Concepts and Higher Order Asymptotic Efficiency
Schlagwörter
Asymptotische Wirksamkeit, Estimator, Likelihood, Schätzung (Statistik), linear regression
Thema-Inhalt
PBW - Angewandte Mathematik
Höhe
229 mm
Breite
15.2 cm
Transparenz & Sicherheit
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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