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On exponential rates of likelihood ratio estimators for location parameters |
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| Authors: | James C. Fu |
| Affiliation: | Department of Statistics, University of Manitoba, Canada |
| 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: | 62E20 62E10 exponential rate consistent estimator translation invariant estimator likelihood ratio estimator maximum likelihood estimator |
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