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.
Publié le : 1973-09-14
Classification:
Asymptotic equivalence,
asymptotic normality,
uniform asymptotic expansion of density,
uniform asymptotic expansion of the derivative of density,
minimum variance unbiased estimators,
maximum likelihood estimators,
natural parameter of an exponential family,
62E15,
62E20,
62F10
@article{1176342519,
author = {Sharma, Divakar},
title = {Asymptotic Equivalence of Two Estimators for an Exponential Family},
journal = {Ann. Statist.},
volume = {1},
number = {2},
year = {1973},
pages = { 973-980},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342519}
}
Sharma, Divakar. Asymptotic Equivalence of Two Estimators for an Exponential Family. Ann. Statist., Tome 1 (1973) no. 2, pp. 973-980. http://gdmltest.u-ga.fr/item/1176342519/