Category:Definitions/Asymptotic Relative Efficiency

This category contains definitions related to Asymptotic Relative Efficiency.
Related results can be found in Category:Asymptotic Relative Efficiency.

Let $T_1$ and $T_2$ be estimators of a parameter $\theta$.

The asymptotic relative efficiency of $T_1$ with respect to $T_2$ is the limit of the relative efficiency of $T_1$ with respect to $T_2$ as $n \to \infty$.