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  Advances and Applications in Statistics  
 ISSN: 0972-3617
 
 
 

     Advances and Applications in Statistics
    Volume 10, Issue 1, Pages 1 - 14 (October 2008)


SOME NEW RESULTS CONCERNING THE EFFICIENCY OF THE METHOD OF MOMENTS ESTIMATORS FOR THE LOCATION PARAMETER CASE

George Tzavelas (Greece)

Received February 22, 2008

References:



[1] V. P. Bhapkar, On a measure of efficiency of an estimating equation, Sankhyā A 34 (1972), 467-472.

[2] V. P. Godambe, An optimum property of the regular maximum likelihood estimator, Ann. Math. Statist. 31 (1960), 1208-1212.

[3] V. P. Godambe, ed., Estimating Functions, Oxford Science Publications, 1991.

[4] P. McCullagh, Quasi-likelihood functions, Ann. Stat. 11(1) (1983), 59-67.

[5] R. Morton, Optimal estimating equations with application to insect development times, Austral. J. Statist. 23(2) (1981), 204-213.

[6] S. Park and C. E. Kim, A note on the Fisher information in exponential distributions, Comm. Statist. Theory Methods 35 (2006), 13-19.

[7] Y. K. Tse, A note on the Sargan densities, J. Econometrics 34 (1987), 349-354.

[8] G. Zheng and J. L. Gastwirth, Do tails of symmetric distributions contain more Fisher information about the scale parameter?, Sankhyā B 64 (2002), 289-300.

Keywords and phrases: location parameter, estimating function, asymptotic efficiency.

 


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