2 Ergebnisse.

This monograph is a collection of results recently obtained by the authors. Most of these have been published, while others are awaitlng publication. Our investigation has two main purposes. Firstly, we discuss higher order asymptotic efficiency of estimators in regular situa­ tions. In these situations it is known that the maximum likelihood estimator (MLE) is asymptotically efficient in some (not always specified) sense. However, there exist...

In order to obtain many of the classical results in the theory of statistical estimation, it is usual to impose regularity conditions on the distributions under consideration. In small sample and large sample theories of estimation there are well established sets of regularity conditions, and it is worth while to examine what may follow if any one of these regularity conditions fail to hold. "Non-regular estimation" literally means the theory ...