asymptotically efficient estimator
asymptotically efficient estimator 渐近有效估计量 asymptotically normal 渐近正态 asymptotic variance 渐近方差 -- 对数似然函数对估计量的二阶偏导,然后取负号,再对这个数(矩...
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为了证明ols估计量是渐近有效的,我们需要(1)给出一致的估计量但证明它有更大的方差。
To prove that OLS estimators are asymptotically efficient, one needs to (1) present an estimator that is consistent but its variance is larger.
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