A condition for best asymptotic normality in a regular family of distributions |
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| Authors: | R.P. Kindermann M.S. Levy |
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| Affiliation: | Department of Mathematics and Statistics , University of Nebraska - Lincoln , Lincoln, Nebraska, 68588 |
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| Abstract: | A theorem is presented which provides a simple sufficient condition for a weakly consistent estimator of a parameter in a regular family of distributions to be best asymptotically normal (B.A.N.). As a corollary the B.A.N. property of a maximum likelihood estimator is established under weaker conditions than those of Zacks (1971). Two examples are provided to illustrate the technique. |
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| Keywords: | best asymptotically normal regular family consistency maximum likelihood estimation |
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