Third-order Efficiency Implies Fourth-order Efficiency
نویسنده
چکیده
Takeuchi [37], Takeuchi and Akahira [38] and Pfanzagl [27] among others proved that any rst-order ecient estimators are second-order ecient. Many authors e.g., Ghosh [15], have conjectured that any third-order ecient estimators are fourth-order ecient. Based on concentration probability of estimators about a true parameter, this paper gives a positive answer to the conjecture in a curved exponential family with multi-structural parameters. It is seen that choice of bias-correction factors is critical.
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