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Title: A note on the asymptotic efficiency of the restricted estimation
Authors: Hernández Sánchez, José Antonio 
UNESCO Clasification: 12 Matemáticas
Keywords: Aproximación estocástica
Desarrollos asintóticos
Prior information
Stochastic restrictions
Efficiency, et al
Issue Date: 2005
Publisher: Universidad de Las Palmas de Gran Canaria (ULPGC) 
Abstract: This paper provides a unified framework for the analysis of the stochastic and deterministicconstrained estimation. In a general framework it is show that stochastic restrictions methodestimates can be asymptotically more efficient than estimates ignoring prior information, andcan achieve efficiency of the restricted estimate if priorinformation grows faster than the sampleinformation in the asymptotics. As an example of the applicability of the previous result, themaximum likelihood stochastically restricted criterion is provided.
Description: Documentos de Trabajo Conjuntos ULL-ULPGC ; 2005-1
Appears in Collections:Documento de trabajo
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