Contributions

  • Naval Postgraduate School (U.S.) - Contributor

Publication

1977 - Naval Postgraduate School, Monterey, California, California

Language

English

Word Count

9,000 words, Guess

Page Count

36 pages

Identifiers

Description

Although maximum likelihood estimates are asymptotically efficient, they are often very hard to find. If this difficulty is caused by some, but not all, of the equations in the system it may be possible to alter the system and make it more manageable. The asymptotic covariance matrix of the new estimate is related to the information matrix. This relationship is characterized and some interpretations are made. Background material on efficiency and lower bounds is included. (

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