Inferential Statisticshard
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For 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, what is the asymptotic variance of n(θ^nθ0)\sqrt{n}(\hat{\theta}_n - \theta_0)?