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Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency

- Concepts and Higher Order Asymptotic Efficiency

af Masafumi Akahira, Kei Takeuchi

indgår i Lecture Notes in Statistics serien

Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency af Masafumi Akahira
Bag om Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency

However, there exists here a whole class of asymptotically efficient estimators which are thus asymptotically equivalent to the MLE. These are situations where the MLE or other estimators are not asymptotically normally distributed, or where l 2 their order of convergence (or consistency) is not n / , as in the regular cases.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387905761
  • Indbinding:
  • Paperback
  • Sideantal:
  • 242
  • Udgivet:
  • 5. juni 1981
  • Udgave:
  • 11981
  • Størrelse:
  • 229x152x14 mm.
  • Vægt:
  • 379 g.
  • 8-11 hverdage.
  • 7. december 2024

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Beskrivelse af Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency

However, there exists here a whole class of asymptotically efficient estimators which are thus asymptotically equivalent to the MLE. These are situations where the MLE or other estimators are not asymptotically normally distributed, or where l 2 their order of convergence (or consistency) is not n / , as in the regular cases.

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