When does third order efficiёncy imply fourth effiёncy?

When does third order efficiёncy imply fourth effiёncy?

Category

Miscellaneous

Available online

16 Dec 2015

Found in Edition

2015, Volume 6, 602-607

Format

Full-length paper
In this article third and fourth order efficiency are studied in the framework of translation equivariant location estimators. We assume X_1,...,X_n i.i.d. f•− θ. By recognizing that equality in a special form of the Cauchy-Schwarz inequality leads to a certain dependence of the cumulants of the maximum likelihood estimator MLE for θ, it is shown that this MLE is fourth order efficient if the underlying distribution is Gumbel. Contrary to similar results which were previously published this result is not based on symmetry.

Subject

Mathematical Statistics

Keywords

Third order efficiёncy, fourth order efficiёncy, maximum likelihood estimator, Gumbel distribution 2000 MSC: 62E20

Download

Only members can download articles. Sign up as member
Already registered? Login here
ABOUT THE AUTHOR

Shanti A. Venetiaan (1)

Decaan Faculteit Wis- en Natuurkundige Wetenschappen FWNW van de Anton de Kom Universiteit van Suriname
COMMENTS

No comments yet.

ADD COMMENT

Only members can comment on articles. Sign up as member
Already registered? Login here







Sign up as member
Forgot your password?

Anton de Kom Universiteit van Suriname

Telesur
Telesur Mobiel Nederland
TeleG
TeleI

Join us on Facebook