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The evil of superefficiency
Systems and Control Group, Uppsala University, P.O. Box 27, S-751 03 Uppsala, Sweden.
KTH, Superseded Departments, Signals, Sensors and Systems.ORCID iD: 0000-0003-2298-6774
1996 (English)In: Signal Processing, ISSN 0165-1684, E-ISSN 1872-7557, Vol. 55, no 1, 133-136 p.Article in journal (Refereed) Published
Abstract [en]

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.
Keyword [en]
Efficiency; Minimum-Variance; Cramér-Rao Bound
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:kth:diva-60029DOI: 10.1016/S0165-1684(96)00159-4ISI: A1996VZ18900011OAI: oai:DiVA.org:kth-60029DiVA: diva2:477140
Note
NR 20140805Available from: 2012-01-12 Created: 2012-01-12 Last updated: 2017-12-08Bibliographically approved

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Ottersten, Björn

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