期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2012
卷号：8
期号：3
页码：537-542
DOI：10.1234/pjsor.v8i3.525
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：Normal 0 false false false EN-US X-NONE X-NONE /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman","serif";} We illustrate with examples when and how maximum likelihood estimators continue to be asymptotically efficient even under misspecified models. Also, we provide a necessary and sufficient condition under which a subset of the vector of MLE's retains its asymptotic efficiency under misspecified models even though the MLE itself is not fully asymptotic efficient.
关键词：Asymptotic, Maximum Likelihood, Misspecified Models
