The evil of superefficiency
1996 (English)In: Signal Processing, ISSN 0165-1684, E-ISSN 1872-7557, Vol. 55, no 1, 133-136 p.Article in journal (Refereed) Published
We discuss the intriguing notion of statistical superefficiency in a straightforward manner with a minimum of formality. We point out that for any given parameter estimator there exist other estimators which have a strictly lower asymptotic variance and hence are statistically more efficient than the former. In particular, if the former estimator was statistically efficient (in the sense that its asymptotic variance was equal to the Cramer-Rao bound) then the latter estimators could be called ''superefficient''. Among others, the phenomenon of superefficiency implies that asymptotically there exists no uniformly minimum-variance parameter estimator.
Place, publisher, year, edition, pages
1996. Vol. 55, no 1, 133-136 p.
Efficiency; Minimum-Variance; Cramér-Rao Bound
IdentifiersURN: urn:nbn:se:kth:diva-60029DOI: 10.1016/S0165-1684(96)00159-4ISI: A1996VZ18900011OAI: oai:DiVA.org:kth-60029DiVA: diva2:477140
NR 201408052012-01-122012-01-122012-02-14Bibliographically approved