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Asymptotic Optimality

  • Heyde C
Springer New York, (2010), 424-425
DOI: 10.1007/978-1-4419-5823-5_53
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Abstract

Asymptotic optimality of estimating functions---Efficient estimation (cf. Efficient estimator) of parameters in stochastic models is most conveniently approached via properties of estimating functions, namely functions of the data and the parameter of interest, rather than estimators derived therefrom. For a detailed explanation see [3, Chapt. 1].

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Heyde, C. C. (2010). Asymptotic Optimality. In Selected Works of C.C. Heyde (pp. 424–425). Springer New York. https://doi.org/10.1007/978-1-4419-5823-5_53

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