Efficiency and Hadamard Differentiability
نویسنده
چکیده
Suppose an estimator sequence Tn. is asymptotically efficient for a. • smooth functional 1'1;. Then a Hadamard differentia.ble functional rf> applied to Tn is efficient for i f> 0 11':. More generally, Hadamard dif-ferentiability ma.y be used to esta.blish asymptotic efficiency. Three non-trivial applications are discussed: random right censoring, random truncation and estima.ting a. point symmetric distribution.
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