Limit distributions of unbiased estimators in natural exponential families |
| |
| Authors: | F Lo´pez-Bla´zquez B Salamanca-Miño |
| |
| Institution: | Dpto. Estadística e I.O. Facultad de Matema′ticas , Universidad de Sevilla , C/Tarfia, s/n., Sevilla, 41012, Spain |
| |
| Abstract: | We obtain the possible limit distributions of unbiased estimators of functions of the parameter of a natural exponential family. The limit distribution depends on <$>j<$>, the order of the first non-zero derivative at the true (but usually unknown) value of the parameter. We show that if <$>j \geq 2<$> then the umvu and the maximum likelihood estimators are not asymptotically equivalent. |
| |
| Keywords: | Exponential Families Unbiased Estimation Orthogonal Polynomials Limit Distributions Of Estimators |
|
|
