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Large sample asymptotic/theory - Why to care about?

I hope that this question does not get marked "as too general" and hope a discussion gets started that benefits all.In statistics, we spend a lot of time learning large sample theories. We are deeply...

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Answer by Nameless for Large sample asymptotic/theory - Why to care about?

Better late than never. Let me first list three (I think important) reasons why we focus on asymptotic unbiasedness (consistency) of estimators.a) Consistency is a minimum criterion. If an estimator...

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