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Asymptotology

About: Asymptotology is a research topic. Over the lifetime, 1319 publications have been published within this topic receiving 35831 citations.


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Book ChapterDOI
01 Jan 1984
TL;DR: In this paper, the authors discuss asymptotic normality, convergence in distribution, product rule, uniqueness theorem, and continuity theorem for hypothesis testing, and present the Lagrange multiplier test and the likelihood ratio test.
Abstract: Publisher Summary This chapter discusses asymptotic normality, convergence in distribution, product rule, asymptotic equivalence, uniqueness theorem, and continuity theorem. A direct and very important use of the asymptotic normality of a given estimator is in hypothesis testing. Often, hypotheses of interest can be expressed in terms of linear combinations of the parameters. The chapter also describes the Lagrange multiplier test, mean value theorem, likelihood ratio test, and asymptotic efficiency. Given a class of estimators, it is desirable to choose that member of the class that has the smallest asymptotic covariance matrix. The reason for this is that such estimators are more precise and in general allow the construction of more powerful test statistics.

2 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
20231
20222
20181
201725
201626
201526