| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5095826 | Journal of Econometrics | 2016 | 18 Pages |
Abstract
This theory is a combination and extension of standard asymptotic efficiency theory (Hájek, 1972) and local minimax efficiency theory for Gaussian models (Pinsker, 1980).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Bruce E. Hansen,