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The Introduction of Asymptotic Relative Efficiency

Comments on Laplace (1818)
  • H. A. David
  • A. W. F. Edwards
Part of the Springer Series in Statistics book series (SSS)

Abstract

In this extract from the second supplement of his famous Théorie analytique des probabilités, Laplace makes, in the context of simple linear regression, a large-sample comparison of what we now call L 1- and L 2- estimation. He essentially introduces the notion of asymptotic relative efficiency and, incidentally, pioneers the theory of order statistics.

Keywords

Order Statistic Asymptotic Distribution Advantageous Method Joint Density Asymptotic Relative Efficiency 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • H. A. David
    • 1
  • A. W. F. Edwards
    • 2
  1. 1.Statistical Laboratory and Department of StatisticsIowa State UniversityAmesUSA
  2. 2.Gonville and Caius CollegeCambridgeUK

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