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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

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

Information

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

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 5 • September, 1973
Institute of Mathematical Statistics
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