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SECOND ORDER ASYMPTOTIC EFFICIENCY IN TERMS OF ASYMPTOTIC VARIANCES OF THE SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATION PROCEDURES

Kei Takeuchi, Masafumi Akahira

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Key concepts: Mathematics, Asymptotic analysis, Applied mathematics, Statistics, Estimation, Maximum likelihood, Order (exchange), Economics

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SECOND ORDER ASYMPTOTIC EFFICIENCY IN TERMS OF ASYMPTOTIC VARIANCES OF THE SEQUENTIAL MAXIMUM LIKELIHOOD ESTIMATION PROCEDURES — Research Paper | ScholarLens