OneStep : Le Cam's One-step Estimation Procedure - Archive ouverte HAL
Article Dans Une Revue The R Journal Année : 2021

OneStep : Le Cam's One-step Estimation Procedure

Résumé

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.
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Dates et versions

hal-03452455 , version 1 (10-10-2024)

Identifiants

Citer

Alexandre Brouste, Christophe Dutang, Darel Noutsa Mieniedou. OneStep : Le Cam's One-step Estimation Procedure. The R Journal, 2021, 13 (1), pp.366. ⟨10.32614/RJ-2021-044⟩. ⟨hal-03452455⟩
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