Abstract
The asymptotic performance of location estimators is considered as the sample size tends to infinity. Expanding the lower bound of the spread inequality - a finite sample inequality for the distribution of estimators - we obtain an asymptotic inequality which is sharp to second order. As a by-product this yields a simple proof of the well-known result that first order efficiency implies second order efficiency.
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© 1994 Springer-Verlag Berlin Heidelberg
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Klaassen, C.A.J., Venetiaan, S.A. (1994). Spread Inequality and Efficiency of First and Second Order. In: Mandl, P., Hušková, M. (eds) Asymptotic Statistics. Contributions to Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57984-4_28
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DOI: https://doi.org/10.1007/978-3-642-57984-4_28
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-0770-7
Online ISBN: 978-3-642-57984-4
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