Asymptotic Efficiency and Some Quasi-Method of Moments Estimators
Abstract
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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 15, 1977
- Accession Number
- ADA039468
Entities
People
- Robert R. Read
Organizations
- Naval Postgraduate School