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Vanishing Fisher Information |
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| Authors: | Chris A J Klaassen Andries J Lenstra |
| Institution: | 1. Korteweg–de Vries Institute for Mathematics, Universiteit van Amsterdam, Plantage Muidergracht 24, 1018, TV Amsterdam, The Netherlands 2. EURANDOM, P.O. Box 513, 5600, MB Eindhoven, The Netherlands |
| Abstract: | There are consistently estimable parameters of interest whose semiparametric Fisher information vanishes at some points of the model in question. Here we investigate how bad this is for estimation. |
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