Third order efficiency implies fourth order efficiency: A resolution of the conjecture of J. K. Ghosh

Masafumi Akahira

Annals of the Institute of Statistical Mathematics, 1996, vol. 48, issue 2, 365-380

Keywords: Asymptotically median unbiasedness; fourth order asymptotically symmetric efficiency; concentration probability; asymptotic cumulants; Edgeworth expansion; maximum likelihood estimator (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1007/BF00054796

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