On exponential rates of likelihood ratio estimators for location parameters

In this paper the exponential rates, bounds, and local exponential rates for likelihood ratio estimators are studied. Under certain regularity conditions, a family of likelihood ratio estimators is shown to be admissible in exponential rate. It is also shown that the maximum likelihood estimator is the limit of this family of estimators.

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Year of publication:	1985
Authors:	Fu, James C.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 2, p. 101-105
Publisher:	Elsevier
Keywords:	exponential rate consistent estimator translation invariant estimator likelihood ratio estimator maximum likelihood estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138048