Efficient Estimator - Asymptotic Efficiency

Asymptotic Efficiency

For some estimators, they can attain efficiency asymptotically and are thus called asymptotically efficient estimators. This can be the case for some maximum likelihood estimators or for any estimators that attain equality of the Cramér-Rao bound asymptotically.

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Famous quotes containing the word efficiency:

    I’ll take fifty percent efficiency to get one hundred percent loyalty.
    Samuel Goldwyn (1882–1974)