A generalization of asymptotically linear estimators

We give a characterization of asymptotically linear estimator sequences which leads to a concept of asymptotic linearity in arbitrary locally asymptotically normal models, and to a generalization of asymptotic linearity in i.i.d. models, retaining the properties of classical sense asymptotically linear estimator sequences.

MoreLess

Year of publication:	1991
Authors:	Wefelmeyer, W.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 3, p. 195-199
Publisher:	Elsevier
Subject:	Asymptotically linear estimator regular estimator

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005223173