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Math Help - Asymptotic Variance

  1. #1
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    Asymptotic Variance

    What is the asymptotic variance of an estimator? There seems to be several definitions on the web but I know the one I'm after includes the expectation of the second derivative of the log-likelihood.
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  2. #2
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    Re: Asymptotic Variance

    Asymptotic variance of an estimator is Cramer Rao Lower Bound (CRLB) Cramér
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