Abstract
In the preceding chapter, some general properties of estimators in the case when the family of distributions obeys the LAN property were established. In particular, a minimax lower bound on the quality of various estimates for a large class of loss functions were derived. The main purpose of the present chapter is to prove the asymptotic efficiency of a maximum likelihood estimator and of a large class of Bayesian and generalized Bayesian estimators for regular families of experiments. Evidently, certain new restrictions on the families under consideration will be required.
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© 1981 Springer Science+Business Media New York
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Ibragimov, I.A., Has’minskii, R.Z. (1981). Properties of Estimators in the Regular Case. In: Statistical Estimation. Applications of Mathematics, vol 16. Springer, New York, NY. https://doi.org/10.1007/978-1-4899-0027-2_5
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DOI: https://doi.org/10.1007/978-1-4899-0027-2_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4899-0029-6
Online ISBN: 978-1-4899-0027-2
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