Asymptotic Equivalence of Two Estimators for an Exponential Family

Divakar Sharma

doi:10.1214/aos/1176342519

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Home > Journals > Ann. Statist. > Volume 1 > Issue 5 > Article

September, 1973 Asymptotic Equivalence of Two Estimators for an Exponential Family

Divakar Sharma

Ann. Statist. 1(5): 973-980 (September, 1973). DOI: 10.1214/aos/1176342519

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Abstract

It is shown that under certain conditions, the maximum likelihood and the minimum variance unbiased estimators of a positive integral power of the natural parameter in an exponential family have the same asymptotic distribution.

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Divakar Sharma. "Asymptotic Equivalence of Two Estimators for an Exponential Family." Ann. Statist. 1 (5) 973 - 980, September, 1973. https://doi.org/10.1214/aos/1176342519

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Published: September, 1973

First available in Project Euclid: 12 April 2007

zbMATH: 0269.62025

MathSciNet: MR336876

Digital Object Identifier: 10.1214/aos/1176342519

Subjects:

Primary: 62E15

Secondary: 62E20 , 62F10

Keywords: ‎asymptotic ‎equivalence , asymptotic normality , maximum likelihood estimators , minimum variance unbiased estimators , natural parameter of an exponential family , uniform asymptotic expansion of density , uniform asymptotic expansion of the derivative of density

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Ann. Statist.

Vol.1 • No. 5 • September, 1973

Institute of Mathematical Statistics

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Divakar Sharma "Asymptotic Equivalence of Two Estimators for an Exponential Family," The Annals of Statistics, Ann. Statist. 1(5), 973-980, (September, 1973)

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