To prove that OLS estimators are asymptoticallyefficient, one needs to (1) present an estimator that is consistent but its variance is larger.
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。
2
The theory analysis and simulation results show that the estimation is asymptotically unbiased and has strong consistency, and that the new method is very efficient and practical.
理论分析和仿真结果都表明估计结果具有渐近无偏性和一致收敛性,该方法辨识精度高,具有良好的实用性。
3
The maximum likelihood estimation (MLE) from an RSS sample is consistent an asymptotically normal and more efficient than its counterpart from an SRS sample.