On the asymptotic efficiency of approximate Bayesian computation estimators

Mathematics

• Asymptotic Efficiency 100%
• Approximate Bayesian Computation 100%
• Summary Statistic 80%
• Importance Sampling 60%
• Asymptotic Variance 60%
• Bayesian Inference 20%
• Stochastic Volatility Model 20%
• Variance 20%
• Maximum Likelihood Estimator 20%
• Central Limit Theorem 20%
• Asymptotic Normality 20%
• Applied Statistics 20%
• Higher Dimensions 20%
• Monte Carlo 20%
• Parameter Vector 20%
• Posterior Mean 20%
• Linear Transformation 20%
• Proposal Distribution 20%