EconPapers    
Economics at your fingertips  
 

Optimal convergence rates and asymptotic efficiency of point estimators under truncated distribution families

Chen Guijing

Statistics & Probability Letters, 1996, vol. 30, issue 4, 321-331

Abstract: For regular and irregular truncated distribution families, the optimal convergence rates of consistent point estimators have been found and the corresponding asymptotic efficiencies established. Also, it has been justified that commonly used estimators are all efficient. The efficiencies here are compared to the efficiencies of asymptotically median unbiased estimators, providing a lot of counter estimator examples such that those estimators are efficient in the former sense, but not in the latter.

Keywords: Regular; truncated; distribution; family; Irregular; truncated; family; Asymptotic; efficiency; Asymptotically; median; unbiased; estimator (search for similar items in EconPapers)
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(95)00235-9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:30:y:1996:i:4:p:321-331

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:30:y:1996:i:4:p:321-331