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Statistics / Estimation theory / Statistical theory / Maximum likelihood estimation / Efficient estimator / Efficiency / Estimator / Asymptotic theory / Ole Barndorff-Nielsen / Likelihood function / Two-step M-estimators involving MLE / Generalized method of moments
Date: 2016-06-28 03:34:43
Statistics
Estimation theory
Statistical theory
Maximum likelihood estimation
Efficient estimator
Efficiency
Estimator
Asymptotic theory
Ole Barndorff-Nielsen
Likelihood function
Two-step M-estimators involving MLE
Generalized method of moments

Ann Inst Stat Math:469–490 DOIs10463Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions

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