2ND-ORDER PITMAN CLOSENESS AND PITMAN ADMISSIBILITY

• 成果类型: Article
• 署名作者: GHOSH, JK; SEN, PK; MUKERJEE, R
• 署名单位: University of North Carolina; University of North Carolina Chapel Hill; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1176325621
• 发表日期: 1994
• 页码: 1133-1141
• 关键词: maximum-likelihood estimator; parameter

摘要

Motivated by the first-order Pitman closeness of best asymptotically normal estimators and some recent developments on higher-order asymptotic efficiency of estimators, a second-order asymptotic theory is developed for comparison of estimators under the Pitman closeness criterion, covering both the cases without and with nuisance parameters. The notion of second-order Pitman admissibility is also developed.