Apr 2012- Mar 2013

Math-Fi seminar on 21 Mar.

2013.03.18 Mon up
  • Date: 21 Mar. ( Thu )
  • Place: W.W. 7th-floor, 2nd lab.
  • Time: 16:30 — 18:00
  • Speaker: TRAN Ngoc Khue
  • Title: Introduction to local asymptotic normality (LAN) and local asymptotic mixed normality (LAN) properties
  • Abstract: In this talk, we introduce a fundamental concept in asymptotic theory which is called local asymptotic normality (LAN) property, established by Le Cam (1960) and extended by Jeganathan (1982) to local asymptotic mixed normality (LAMN) property. These concepts allow to define an asymptotically efficient estimator in the sense of Hajék-Le Cam. From this, we will present a result concerning the asymptotic efficiency of a maximum likelihood estimator.

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