Second order efficiency of maximum likelihood estimators

Ghosh, J. K. ; Subramanyam, K. (1974) Second order efficiency of maximum likelihood estimators Sankhya Series A, 36 . pp. 325-358. ISSN 0581-572x

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Official URL: http://sankhya.isical.ac.in/search/36a4/36a4022.ht...

Abstract

The results of Fisher and Rao are extended to exponential families with more than one parameter; the proof is new even when specialised to one parameter multinomials of Fisher and Rao. The results are applied to a bioassay problem of Berkson. The paper also develops Bhattacharya type inequalities, a (formal) Bayesian proof of the results on second order efficiency and the notion of asymptotic sufficiency up to O(1/n).

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