Inferential Statisticshard
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For a misspecified model f(xθ)f(x|\theta), the M-estimator satisfies i=1nψ(Xi,θ^)=0\sum_{i=1}^n \psi(X_i, \hat{\theta}) = 0. The asymptotic variance of n(θ^θ)\sqrt{n}(\hat{\theta} - \theta^*) is given by A1BA1A^{-1} B A^{-1}, where BB is the variance of the estimating function. What is the standard notation for this information matrix?