In statistics, Hodges' estimator (or the Hodges–Le Cam estimator), named for Joseph Hodges, is a famous counterexample demonstrating the existence of an estimator which is "superefficient", i.e. it attains smaller asymptotic variance than regular efficient estimators.
In statistics, Hodges' estimator (or the Hodges–Le Cam estimator), named for Joseph Hodges, is a famous counterexample demonstrating the existence of an estimator which is "superefficient", i.e. it attains smaller asymptotic variance than regular efficient estimators.
Source: Wikipedia "Hodges' estimator" · CC BY-SA 4.0
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