1 article found from author S. Venetiaan

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.
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When does third order efficiёncy imply fourth effiёncy?

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Anton de Kom Universiteit van Suriname

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