Main Article Content
Abstract
We illustrate with examples when and how maximum likelihood estimators continue to be asymptotically efficient even under misspecified models. Also, we provide a necessary and sufficient condition under which a subset of the vector of MLE's retains its asymptotic efficiency under misspecified models even though the MLE itself is not fully asymptotic efficient.
Keywords
Asymptotic
Maximum Likelihood
Misspecified Models
Article Details
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How to Cite
Ghosh, M., & Song, J. (2012). Asymptotic Efficiency of Maximum Likelihood Estimators Under Misspecified Models. Pakistan Journal of Statistics and Operation Research, 8(3), 537-542. https://doi.org/10.18187/pjsor.v8i3.525
