Inferential Statisticshard
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Consider a sequence of M-estimators θ^n\hat{\theta}_n satisfying i=1nψ(Xi,θ^n)=0\sum_{i=1}^n \psi(X_i, \hat{\theta}_n) = 0. If the model is misspecified, the Godambe Information G(θ)G(\theta) is given by AB1AA B^{-1} A. What do the components AA and BB represent in this context?