On asymptotic optimality of estimating functions

DOI10.1016/0378-3758(94)00133-GzbMath0848.62015OpenAlexW1978929337MaRDI QIDQ1907649

Kani Chen, Christopher C. Heyde

Publication date: 27 October 1996

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)00133-g

zbMATH Keywords

asymptotic optimalityasymptotic first-order efficiencyasymptotic quasi-likelihood estimating function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Generalized quasi-likelihood

Cites Work

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• Quasi-likelihood estimation for semimartingales
• On asymptotic quasi-likelihood estimation
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper

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