Download or read book Asymptotic Efficiency of Statistical Estimators Concepts and Higher Order Asymptotic Efficiency written by Masafumi Akahira and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Asymptotic Efficiency of Statistical Estimators Concepts and Higher Order Asymptotic Efficiency written by Masafumi Akahira and published by Springer. This book was released on 2011-11-22 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Asymptotic Efficiency of the Maximum Likelihood Estimators for the Parameters of Certain Stochastic Processes written by Dominique Jean-Marie Nocturne and published by . This book was released on 1970 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: A method of estimation leading to asymptotically efficient estimators for the parameters of certain stochastic processes is developed. Results are applied to estimation of parameters for Markov chains, econometric problems, and continuous time Markov processes.
Download or read book Asymptotic Efficiency of the Maximum Likelihood Estimator written by Sol Kaufman and published by . This book was released on 1965 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Efficiency of the Maximum Likelihood Estimator of a Parameter for the M G 1 Queueing System written by Sudha Jain and published by . This book was released on 1992 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper discusses asymptotic efficiency of the maximum likelihood estimator of the parameters of the M/G/1 queueing system for full likelihood and reduced likelihood functions. The efficiency of the maximum likelihood estimator of the reduced likelihood function relative to full likelihood function is derived.
Download or read book Asymptotic Efficiency and Higher Order Efficiency of the Limited Information Maximum Likelihood Estimator in Large Econometric Models written by Naoto Kunitomo and published by . This book was released on 1981 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Maximum Likelihood Estimator written by Olufemi O. Oguntade and published by . This book was released on 1971 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the Conditions for Consistency and Asymptotic Efficiency of Maximum Likelihood Estimates written by Gunnar Kulldorff and published by . This book was released on 1957 with total page 52 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Preferred Choice Between the Maximum Likelihood Estimator and the Kaplan Meier Estimator written by Sherrie Emiko Emoto and published by . This book was released on 1984 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Likelihood Estimation in Small Samples written by L. R. Shenton and published by . This book was released on 1977 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Probability Estimators and Related Topics written by L. Weiss and published by Springer. This book was released on 2006-11-15 with total page 112 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the First order Efficiency and Asymptotic Normality of the Maximum Likelihood Estimator Obtained from Dependent Observations written by Risto Donald Henri Heijmans and published by . This book was released on 1984 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Efficiency in Parametric Structural Models with Parameter Dependent Support written by Keisuke Hirano and published by . This book was released on 2002 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Asymptotic Efficiency and Some Quasi method of Moments Estimators written by Robert R. Read and published by . This book was released on 1977 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The report contains the asymptotic efficiencies of some candidate estimators which provide alternatives to maximum likelihood in some common probabilistic settings. The alternative estimators can be found with measurably less effort than solving the likelihood equations. They include the method of moments and similarly constructed estimators that involve the harmonic mean. The most successful example found deals with the negative binomial distribution. Here, the harmonic mean estimator has high efficiency in regions where the method of moments estimator has rather low efficiency. (Author).
Download or read book Quasi Likelihood And Its Application written by Christopher C. Heyde and published by Springer Science & Business Media. This book was released on 2008-01-08 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.
Download or read book Asymptotic Efficiency of the Likelihood Ratio Conditional Test for Multinomial Distributions written by Clovis de Araujo Peres and published by . This book was released on 1974 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Quasi Maximum Likelihood Estimation Methods with a Control Function Approach to Endogeneity written by Doosoo Kim and published by . This book was released on 2017 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt:
