Finite-Sample Properties of System Estimators

  • D. W. Challen
  • A. J. Hagger


In Chapter 4 we presented a number of results relating to the estimators which are presently available for use in relation to KK systems. All are asymptotic results, by which is meant that in every case the result was concerned with the conditions under which a particular estimator possesses various desirable asymptotic properties such as consistency and asymptotic efficiency and with the expression for the asymptotic covariance matrix of the estimator under those conditions.


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References and further reading

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© D.W. Challen and A.J. Hagger 1983

Authors and Affiliations

  • D. W. Challen
  • A. J. Hagger

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