Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value (Q1907663)
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scientific article; zbMATH DE number 844191
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| English | Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value |
scientific article; zbMATH DE number 844191 |
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Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value (English)
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23 June 1996
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asymptotic relative deficiency
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comparison of estimators
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loss function
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second-order optimality
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total relative time
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number of epsilon-misses
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second-order asymptotics
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asymptotic relative efficiency
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limit distributions
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exponential distributions
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Brownian motion
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0.8290726542472839
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