Higher-order approximations for Pitman estimators and for optimal compromise estimators

被引：2
|
作者：
Ventura, L [1 ]
机构：
[1] Univ Padua, Dept Stat Sci, I-35121 Padua, Italy
来源：
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1998年 / 26卷 / 01期
关键词：
Laplace expansion for integrals; location and scale model; optimal compromise estimator; Pitman estimator;
D O I：
10.2307/3315672
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Laplace approximations for the Pitman estimators of location or scale parameters, including terms O(n(-1)), are obtained. The resulting expressions involve the maximum-likelihood estimate and the derivatives of the log-likelihood function up to order 3. The results can be used to refine the approximations for the optimal compromise estimators for location parameters considered by Easton (1991). Some applications and Monte Carlo simulations are discussed.
引用
收藏
页码：49 / 55
页数：7
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