Third Order Efficiency of the MLE. A Counterexample.
Abstract
The authors give an example of a curved exponential where the maximum likelihood estimate is not third order efficient either in the sense of Fisher-Rao or Rao.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1982
- Accession Number
- ADA120207
Entities
People
- B. K. Sinha
- J. K. Ghosh
Organizations
- University of Pittsburgh