OneStep-package: One-Step Estimation
In OneStep: One-Step Estimation
OneStep-package R Documentation
One-Step Estimation
Description
Provide 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) <https://projecteuclid.org/euclid.bsmsp/1200501652>)
and can be computed faster than the maximum likelihood estimator for large observation
samples, see e.g. Brouste et al. (2021) <doi:10.32614/RJ-2021-044>.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Alexandre Brouste [aut] (<https://orcid.org/0000-0001-6719-7432>),
Christophe Dutang [aut, cre] (<https://orcid.org/0000-0001-6732-1501>),
Darel Noutsa Mieniedou [ctb]
Maintainer: Christophe Dutang <dutangc@gmail.com>
References
L. LeCam (1956).
On the asymptotic theory of estimation and testing hypothesis.
In: Proceedings of 3rd Berkeley Symposium I, pages 355-368.
See Also
See fitdistrplus for classic MLE, MME,...
OneStep documentation built on Oct. 17, 2024, 5:06 p.m.
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| OneStep-package | R Documentation |
One-Step Estimation
Description
Provide 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) <https://projecteuclid.org/euclid.bsmsp/1200501652>) and can be computed faster than the maximum likelihood estimator for large observation samples, see e.g. Brouste et al. (2021) <doi:10.32614/RJ-2021-044>.
Details
The DESCRIPTION file:
This package was not yet installed at build time.
Index: This package was not yet installed at build time.
Author(s)
Alexandre Brouste [aut] (<https://orcid.org/0000-0001-6719-7432>), Christophe Dutang [aut, cre] (<https://orcid.org/0000-0001-6732-1501>), Darel Noutsa Mieniedou [ctb]
Maintainer: Christophe Dutang <dutangc@gmail.com>
References
L. LeCam (1956). On the asymptotic theory of estimation and testing hypothesis. In: Proceedings of 3rd Berkeley Symposium I, pages 355-368.
See Also
See fitdistrplus for classic MLE, MME,...
R Package Documentation
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