【判断题】If 【图片】 is an i.i.d. random sample of size 【图片】 from a Poisson distribution with the unknown parameter 【图片】, and we consider the GMM estimator of 【图片】. When we only use the first order moment 【图片】, th...
【简答题】The mean and variance of the transformed variable are accurate up to the second order of Taylor series expansion. (variance, 方差;transformed variable,转换后的变量,the second order of Taylor series expansion,...