Efficiency of Estimating Functions of Means In Rare-Event Contexts
Résumé
When estimating a function of means, where not necessarily all of them correspond to rare events, we provide conditions under which having efficient estimators of each individual mean leads to an efficient estimator of the function of the means. We illustrate this setting through several examples, and numerical results complement the theory.
Domaines
Recherche opérationnelle [math.OC]| Origine | Fichiers produits par l'(les) auteur(s) |
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