Asymptotic Efficiency of Estimators: Algorithmic Approach

DOI10.1137/1136035MaRDI QIDQ3136329zbMATH OpenOpenAlexWikidataFDO

Authors Vladimir Vovk

Publication date 21 September 1993

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1136035

zbMATH Keywords

algorithmsmaximum likelihood estimatorsFisher informationML-estimatorsuperefficiencycomputable estimatorslimiting normal distributionFisher's asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12)

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(5)

• On the existence of efficient estimators
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• On Optimal Algorithms in an Asymptotic Model with Gaussian Measure
• Asymptotic efficiency of inverse estimators

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