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math.ST2009
A different view on third and fourth order efficiency
Shanti Venetiaan
In this paper a different approach to consider third and fourth order efficiency is suggested for non symmetric cases. Fourth order efficiency does not follow automatically but onl…
stat.ME2009
A fifth order expansion for the distribution function of the maximum likelihood estimator
S. A. Venetiaan
In this paper, expansions for the maximum likelihood estimator of location and its distribution funtion are extended to fifth order. Since the proofs are straightforward extentions…