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SCOPUS
A Short Note on Superefficiency
이영조 , 박병욱 ( Young Jo Lee , Byeong U . Park )
UCI I410-ECN-0102-2008-310-002185674
* 발행 기관의 요청으로 이용이 불가한 자료입니다.

In Le Cam`s earlier work on superefficiency, it is proved that if an estimate is superefficient at a given parameter value θ_0, then there must exist an infinite sequence {θ_n} of values(converging to θ_0) at which this estimate is worse than M. L. E. for certain classes of loss functions. For one-dimensional cases, these classes of loss functions include squared error loss. However, for multi-dimensional cases, they do not. This note is to give an example where a superefficient estimator of a multi-dimensional parameter is not inferior to M. L. E. along any sequence {θ_n} converging to the point of superefficiency with respect to the squared error loss.

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