An estimator n is said to be squared-error consistent for if (a) Show that any
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An estimator ˆθn is said to be squared-error consistent for θ if
(a) Show that any squared-error consistent ˆθn is asymptotically unbiased (see Question 5.4.15).
(b) Show that any squared-error consistent ˆθn is consistent in the sense of Definition 5.7.1.
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lim E[(ô, - 0)²1=0.
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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