Let us say, I have a distribution with some unknown parameter and I find the MLE of the parameter. I prove that the MLE is inadmissible using some other estimator. Why is this not in a contradiction to the general theorem on asymptotic optimality of maximum likelihood estimates?
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what distribution are we talking about? can we know? – carlo Oct 25 '19 at 20:30
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3admissibility is not an asymptotic property. – kjetil b halvorsen Oct 25 '19 at 23:11
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Please see https://stats.stackexchange.com/questions/189414/the-concept-of-efficiency/189419#189419. – whuber Oct 26 '19 at 14:07