Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value (Q1907663)

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Second-order asymptotics for the number of times an estimator is more than \(\varepsilon\) from its target value
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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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