Vanishing Fisher information

被引:3
|
作者
Klaassen, CAJ
Lenstra, AJ
机构
[1] Univ Amsterdam, Korteweg de Vries Inst Math, NL-1018 TV Amsterdam, Netherlands
[2] EURANDOM, NL-5600 MB Eindhoven, Netherlands
关键词
uniform root n-consistency; Fisher information; spread inequality;
D O I
10.1023/A:1025785432765
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
There are consistently estimable parameters of interest whose semiparametric Fisher information vanishes at some points of the model in question. Here we investigate how bad this is for estimation.
引用
收藏
页码:193 / 200
页数:8
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