Inferential Statisticshard
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For a misspecified model , the M-estimator satisfies . The asymptotic variance of is given by , where is the variance of the estimating function. What is the standard notation for this information matrix?
For a misspecified model , the M-estimator satisfies . The asymptotic variance of is given by , where is the variance of the estimating function. What is the standard notation for this information matrix?