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Addendum to “a third-order optimum property of the maximum likelihood estimator” |
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| Authors: | J Pfanzagl W Wefelmeyer |
| Institution: | Mathematisches Institut der Universität Köln, Köln, West Germany |
| Abstract: | A third-order optimum property of the maximum likelihood estimator is extended to not necessarily symmetric loss functions under an appropriate restriction on the class of competing estimators. |
| Keywords: | 62F10 62C07 62E20 62F20 Asymptotic theory Edgeworth-expansions higher-order efficiency complete classes maximum likelihood estimation unbiasedness |
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