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Order of Consistency and Its Maximum Order

Author

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  • Masafumi Akahira

    (Uninversity of Tsukuba, Professor Emeritus)

Abstract

Under suitable regularity conditions, the order of consistency, i.e. the rate of convergence of consistent estimator is n $$\sqrt {n}$$ for a size n of sample. On the other hand, for a truncated family of distributions as a typical case when the regularity conditions do not necessarily hold, the order of consistency is not always n $$\sqrt {n}$$ , but there appear n 1 ∕ α $$n^{1/\alpha }$$ ( 0

Suggested Citation

  • Masafumi Akahira, 2026. "Order of Consistency and Its Maximum Order," Springer Books,, Springer.
    • Handle: RePEc:spr:sprchp:978-981-95-5339-6_1
    DOI: 10.1007/978-981-95-5339-6_1
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