Asymptotic Variance

Views Updated: Dec 15, 2025

Abbreviation

Pronunciation

/ˈæsɪmpˌtɔtɪk ˈvɛriəns/

And then, its influence function and asymptotic variance - co variance matrix are investigated.
But with the existence of heteroscedasticity and autocorrelation of unknown form, estimating asymptotic variance consistently can be pretty complicated due to the bandwidth selection and the nuisance parameter estimation.
The Asymptotic Variance(AV) - covariance Matrix in L_q-norm Estimate and Its Characteristic
An asymptotic minimal variance self-tuning control scheme is used to the circuit of autopilot.
Methods : The survival process was modeled by discrete Markov chain and the asymptotic expectation and variance of log-rank statistics were calculated thereafter. The sample size formula was thus derived.

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