Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency

However, there exists here a whole class of asymptotically efficient estimators which are thus asymptotically equivalent to the MLE. These are situations where the MLE or other estimators are not asymptotically normally distributed, or where l 2 their order of convergence (or consistency) is not n / , as in the regular cases.