OneStep

One-Step Estimation

CRAN Package

Provide principally an eponymic function that numerically computes the Le Cam's one-step estimator for an independent and identically distributed sample. One-step estimation is asymptotically efficient (see L. Le Cam (1956) ) and can be computed faster than the maximum likelihood estimator for large observation samples, see e.g. Brouste et al. (2021) .


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