Asymptotic variance
= Asymptotic variance
The asymptotic variance is the variance appearing in the limiting distribution of a suitably rescaled estimator, commonly $\sqrt n(\widehat\theta_n-\theta)$.
= Asymptotic variance
The asymptotic variance is the variance appearing in the limiting distribution of a suitably rescaled estimator, commonly $\sqrt n(\widehat\theta_n-\theta)$.