On asymptotic efficiency of pseudo-best estimators
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 524-534
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In the paper, asymptotic formulas (9) and (10) are derived for the correlation matrices of pseudo-best and best estimators of the regression coefficients in case of continuous parameter $t$. On the basis of these relations a criterion of asymptotic efficiency of pseudo-best estimators is constructed.
@article{TVP_1971_16_3_a9,
author = {A. S. Holevo},
title = {On asymptotic efficiency of pseudo-best estimators},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {524--534},
publisher = {mathdoc},
volume = {16},
number = {3},
year = {1971},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a9/}
}
A. S. Holevo. On asymptotic efficiency of pseudo-best estimators. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 524-534. http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a9/