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• W1998157059 startingPage "633" @default.
• W1998157059 abstract "We give a straightforward condition sufficient for determining the minimum asymptotic variance estimator in certain classes of estimators relevant to econometrics. These classes are relatively broad, as they include extremum estimation with smooth or nonsmooth objective functions; also, the rate of convergence to the asymptotic distribution is not required to be n −½ . We present examples illustrating the content of our result. In particular, we apply our result to a class of weighted Huber estimators, and obtain, among other things, analogs of the generalized least-squares estimator for least L p -estimation, 1 ≤ p < ∞." @default.
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• W1998157059 date "1993-08-01" @default.
• W1998157059 modified "2023-10-11" @default.
• W1998157059 title "Determination of Estimators with Minimum Asymptotic Covariance Matrices" @default.
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• W1998157059 doi "https://doi.org/10.1017/s026646660000801x" @default.
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