(Received September 9, 1991; revised September 11, 1992)
Abstract. We introduce the estimating function with asymptotic bias and investigate the asymptotic behavior of the estimator based on it by using their relationship. The estimator based on the estimating function with asymptotic bias has the asymptotic normality with asymptotic bias. We show that this theory has several interesting applications in practical statistics.
Key words and phrases: Estimating function, asymptotic bias, asymptotic normality, order statistics, ridge estimator function, maximum posterior likelihood estimator.
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