Definition:Asymptotic Relative Efficiency

Definition

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 $n \to \infty$.

Sources

• Results about asymptotic relative efficiency can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): asymptotic relative efficiency
• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): efficiency: 1.
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): asymptotic relative efficiency
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): efficiency: 1.