### Abstract

*n*and

_{1}*n*, say, at which those procedures achieve some given measure of performance; the ratio

_{2}*n*is called the relative efficiency of procedure one with respect to procedure two. Finite-sample evaluations being difficult or impossible, a sequence of measures of performances requiring that those sample sizes go to infinity is generally considered. If those measures of performance are indexed by

_{2}/n_{1}*n*, say, so that

*n*

_{1}and

*n*take the form

_{2}*n*and

_{1}(n)*n*, the limit lim

_{2}(n)*, if it exists, is called the*

_{n}→∞n_{2}(n)/n_{1}(n)*asymptotic relative efficiency*of procedure one with respect to procedure two.

Original language | English |
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Title of host publication | Encyclopedia of Environmetrics, 2nd Edition |

Editors | W. Piegorsch, A. El Shaarawi |

Publisher | Wiley |

Pages | 932-936 |

Number of pages | 3510 |

ISBN (Print) | 9780470973882 |

Publication status | Published - 2012 |

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### Cite this

*Encyclopedia of Environmetrics, 2nd Edition*(pp. 932-936). Wiley.

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*Encyclopedia of Environmetrics, 2nd Edition.*Wiley, pp. 932-936.

**Asymptotic relative efficiency.** / Hallin, M.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

TY - CHAP

T1 - Asymptotic relative efficiency

AU - Hallin, M.

N1 - Pagination: 3510

PY - 2012

Y1 - 2012

N2 - The purpose of asymptotic relative efficiency is to compare two statistical procedures by comparing the sample sizes, n1 and n2, say, at which those procedures achieve some given measure of performance; the ratio n2/n1 is called the relative efficiency of procedure one with respect to procedure two. Finite-sample evaluations being difficult or impossible, a sequence of measures of performances requiring that those sample sizes go to infinity is generally considered. If those measures of performance are indexed by n, say, so that n1 and n2 take the form n1(n) and n2(n), the limit limn→∞n2(n)/n1(n), if it exists, is called the asymptotic relative efficiency of procedure one with respect to procedure two.

AB - The purpose of asymptotic relative efficiency is to compare two statistical procedures by comparing the sample sizes, n1 and n2, say, at which those procedures achieve some given measure of performance; the ratio n2/n1 is called the relative efficiency of procedure one with respect to procedure two. Finite-sample evaluations being difficult or impossible, a sequence of measures of performances requiring that those sample sizes go to infinity is generally considered. If those measures of performance are indexed by n, say, so that n1 and n2 take the form n1(n) and n2(n), the limit limn→∞n2(n)/n1(n), if it exists, is called the asymptotic relative efficiency of procedure one with respect to procedure two.

M3 - Chapter

SN - 9780470973882

SP - 932

EP - 936

BT - Encyclopedia of Environmetrics, 2nd Edition

A2 - Piegorsch, W.

A2 - El Shaarawi, A.

PB - Wiley

ER -