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On statistical transform methods and their efficiency |
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| Authors: | Andrey Feuerverger Philip Mcdunnough |
| Affiliation: | Department of Statistics University of Toronto Toronto, Ontario 15S 1A1 |
| Abstract: | General conditions for the asymptotic efficiency of certain new inference procedures based on empirical transform functions are developed. A number of important processes, such as the empirical characteristic function, the empirical moment generating function, and the empirical moments, are considered as special cases. |
| Keywords: | Key words and phrases: k-L procedures generalized moment procedures transforms empirical transforms asymptotic efficiency approximate Bahadur efficiency Pitman efficiency maximum likelihood Fisher information Cramer-Rao bound the Hubert spaces L2(F) |