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Teoriya Veroyatnostei i ee Primeneniya, 1971, Volume 16, Issue 3, Pages 524–534
(Mi tvp2265)
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This article is cited in 2 scientific papers (total in 2 papers)
On asymptotic efficiency of pseudo-best estimators
A. S. Holevo Moscow
Abstract:
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.
Received: 07.05.1969
Citation:
A. S. Holevo, “On asymptotic efficiency of pseudo-best estimators”, Teor. Veroyatnost. i Primenen., 16:3 (1971), 524–534; Theory Probab. Appl., 16:3 (1971), 516–527
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https://www.mathnet.ru/eng/tvp2265 https://www.mathnet.ru/eng/tvp/v16/i3/p524
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