GMM, maximum likelihood, and nonparametric efficiency (Q1195090)
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scientific article; zbMATH DE number 69033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GMM, maximum likelihood, and nonparametric efficiency |
scientific article; zbMATH DE number 69033 |
Statements
GMM, maximum likelihood, and nonparametric efficiency (English)
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5 October 1992
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optimal generalized method of moments estimator
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asymptotic equivalence
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maximum likelihood estimator
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