OneStep: One-Step Estimation - Centre Henri Lebesgue
Logiciel Année : 2024

OneStep: One-Step Estimation

Résumé

OneStep package provides principally an eponymic function that numerically computes the Le Cam's one-step estimator for an independent and identically distributed sample. One-step estimation is asymptotically efficient (see L. Le Cam (1956)) and can be computed faster than the maximum likelihood estimator for large observation samples.
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