You can manage bookmarks using lists, please log in to your user account for this.
Media type:
E-Article
Title:
Second Order Efficiency of Minimum Contrast Estimators in a Curved Exponential Family
Contributor:
Eguchi, Shinto
imprint:
Institute of Mathematical Statistics, 1983
Published in:The Annals of Statistics
Language:
English
ISSN:
0090-5364
Origination:
Footnote:
Description:
<p>This paper presents a sufficient condition for second order efficiency of an estimator. The condition is easily checked in the case of minimum contrast estimators. The α<sup>*</sup>-minimum contrast estimator is defined and proved to be second order efficient for every<tex-math>$\alpha, 0 < \alpha < 1$</tex-math>. The Fisher scoring method is also considered in the light of second order efficiency. It is shown that a contrast function is associated with the second order tensor and the affine connection. This fact leads us to prove the above assertions in the differential geometric framework due to Amari.</p>