Results 1 to 10 of about 233,113 (185)
On the Asymptotic Efficiency of GMM [PDF]
Econometric Theory, 2013 This paper derives conditions under which the generalized method of moments (GMM) estimator is as efficient as the maximum likelihood estimator (MLE). The data are supposed to be drawn from a parametric family and to be stationary Markov.
Carrasco, Marine, Florens, Jean-Pierre
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On Asymptotic Efficiency of the M2M4 Signal-to-Noise Estimator for Deterministic Complex Sinusoids [PDF]
Sensors, 2021 The moment-based M2M4 signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a deterministic but unknown phase corrupted by additive Gaussian noise by Sekhar and Sreenivas.
Gianmarco Romano
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Asymptotic Pitman's Relative Efficiency
Statistica, 2017 Pitman efficiency is the oldest known efficiency. Most of the known results for computing the Pitman efficiency take the form of bounds. Based on some recent developments due to the authors and some calculus of variations, we develop tools for ...
Christopher S. Withers +1 more
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Electronic Journal of Statistics, 2012 For the zone of moderate deviation probabilities the local asymptotic minimax lower bound of asymptotic efficiency of estimators is established. The estimation parameter is multidimensional. The lower bound admits the interpretation as the lower bound of
Mikhail Ermakov
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Estimation of Gini Index within Pre-Specified Error Bound [PDF]
Econometrics, 2016 Gini index is a widely used measure of economic inequality. This article develops a theory and methodology for constructing a confidence interval for Gini index with a specified confidence coefficient and a specified width without assuming any specific ...
Bhargab Chattopadhyay +1 more
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Asymptotic Efficiency of Point Estimators in Bayesian Predictive Inference
Mathematics, 2022 The point estimation problems that emerge in Bayesian predictive inference are concerned with random quantities which depend on both observable and non-observable variables.
Emanuele Dolera
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Robust variance estimation and inference for causal effect estimation
Journal of Causal Inference, 2023 We present two novel approaches to variance estimation of semi-parametric efficient point estimators of the treatment-specific mean: (i) a robust approach that directly targets the variance of the influence function (IF) as a counterfactual mean outcome ...
Tran Linh +3 more
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Frontiers in Physics, 2020 This paper sheds light on the performance of the three-stage sequential estimation of the population inverse coefficient of variation of the normal distribution under a moderate sample size.
Ali Yousef
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Asymptotic Relative Efficiency of Parametric and Nonparametric Survival Estimators
Stats, 2023 The dominance of non- and semi-parametric methods in survival analysis is not without criticism. Several studies have highlighted the decrease in efficiency compared to parametric methods. We revisit the problem of Asymptotic Relative Efficiency (ARE) of
Szilárd Nemes
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Vanishing shortcoming and asymptotic relative efficiency [PDF]
, 2000 The shortcoming of a test is the difference between the maximal attainable power and the power of the test under consideration. Vanishing shortcoming, when the number of observations tends to infinity, is therefore an optimality property of a test. Other
Inglot, Tadeusz +2 more
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