On exponential rates of likelihood ratio estimators for location parameters

James C. Fu

Statistics & Probability Letters, 1985, vol. 3, issue 2, 101-105

Abstract: 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.

Keywords: exponential; rate; consistent; estimator; translation; invariant; estimator; likelihood; ratio; estimator; maximum; likelihood; estimator (search for similar items in EconPapers)
Date: 1985
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Citations: View citations in EconPapers (1)

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