English

When does third order efficiency imply fourth order efficiency

Statistics Theory 2013-11-25 v1 Statistics Theory

Abstract

In this article third and fourth order efficiency are studied in the framework of translation equivariant location estimators. We assume X1,...,XnX_1,...,X_n i.i.d. f(θ)f(\cdot -\theta). By recognizing that equality in a special form of the Cauchy-Schwarz inequality leads to a certain dependence of the cumulants of the maximum likelihood estimator (MLE) for θ\theta, it is shown that this MLE is fourth order efficient if the underlying distribution is Gumbel. Contrary to similar results which were previously published this result is not based on symmetry.

Cite

@article{arxiv.1311.5774,
  title  = {When does third order efficiency imply fourth order efficiency},
  author = {Shanti Venetiaan},
  journal= {arXiv preprint arXiv:1311.5774},
  year   = {2013}
}
R2 v1 2026-06-22T02:13:04.121Z