IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-03452455.html
   My bibliography  Save this paper

OneStep : Le Cam's One-step Estimation Procedure

Author

Listed:
  • Alexandre Brouste

    (LMM - Laboratoire Manceau de Mathématiques - UM - Le Mans Université)

  • Christophe Dutang

    (CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

  • Darel Noutsa Mieniedou

    (LMM - Laboratoire Manceau de Mathématiques - UM - Le Mans Université)

Abstract

The OneStep package proposes principally an eponymic function that numerically computes Le Cam's one-step estimator, which is asymptotically efficient and can be computed faster than the maximum likelihood estimator for large datasets. Monte Carlo simulations are carried out for several examples (discrete and continuous probability distributions) in order to exhibit the performance of Le Cam's one-step estimation procedure in terms of efficiency and computational cost on observation samples of finite size.

Suggested Citation

  • Alexandre Brouste & Christophe Dutang & Darel Noutsa Mieniedou, 2021. "OneStep : Le Cam's One-step Estimation Procedure," Post-Print hal-03452455, HAL.
    • Handle: RePEc:hal:journl:hal-03452455
    DOI: 10.32614/RJ-2021-044
    Note: View the original document on HAL open archive server: https://hal.science/hal-03452455v1
    as

    Download full text from publisher

    File URL: https://hal.science/hal-03452455v1/document
    Download Restriction: no
    File URL: https://libkey.io/10.32614/RJ-2021-044?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-03452455. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.