3 problems
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Asymptotic efficiency conjecture for possibilistic inferential models
Asymptotic efficiency conjecture. Despite the imprecision inherent in an IM, which is necessary to achieve exact validity, there is no loss of efficiency asymptotically.
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The non-parametric efficiency conjecture for the doubly stochastic self-exciting process
Let be the bias-corrected global estimator and suppose that the asymptotic normality result above holds, with asymptotic variance given by the variance…
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Conjecture on efficiency of parametric estimators in the local parametric model
Let be a parametric estimator that achieves the Cramér–Rao efficiency bound, and suppose the local parametric model satisfies the assumptions leading to the ce…