ASYMPTOTIC DEFICIENCY OF THE JACKKNIFE ESTIMATOR期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

按检索

ASYMPTOTIC DEFICIENCY OF THE JACKKNIFE ESTIMATOR

Authors:	Masafumi Akahira

Institution:	University of Electro-Communications, Tokyo and Stanford University

Abstract:	In this paper it is shown that the bias-adjusted maximum likelihood estimator (MLE) is asymptotically equivalent to the jackknife estimator in the variance up to the order n^-1 and the asymptotic deficiency of the jackknife estimator relative to the bias-adjusted MLE is equal to zero.

Keywords:	Asymptotic deficiency Jackknife estimator Maximum likelihood estimator Second order asymptotically efficient estimator