Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics

It is well known that a one-step scoring estimator that starts from any N^{1/2}-consistent estimator has the same first-order asymptotic efficiency as the maximum likelihood estimator. This paper extends this result to k-step estimators and test statistics for k >= 1, higher-order asymptotic efficiency, and general extremum estimators and test statistics. The paper shows that a k-step estimator has the same higher-order asymptotic efficiency, to any given order, as the extremum estimator towards which it is stepping, provided (i) k is sufficiently large, (ii) some smoothness and moment conditions hold, and (iii) a condition on the initial estimator holds. For example, for the Newton-Raphson k-step estimator, we obtain asymptotic equivalence to integer order s provided 2^{k} >= s + 1. Thus, for k = 1, 2, and 3, one obtains asymptotic equivalence to first, third, and seventh orders respectively. This means that the maximum differences between the probabilities that the (N^{1/2}-normalized) k-step and extremum estimators lie in any convex set are o(1), o(N^{-3/2}), and o(N^{-3}) respectively.Asymptotics, Edgeworth expansion, extremum estimator, Gauss-Newton, higher-order efficiency, Newton-Raphson.Inventory theory, optimal ordering policies, (S,s) policies, K-concavity

Measuring violations of General Relativity from single gravitational wave detection by non-spinning binary systems: higher-order asymptotic analysis

A frequentist asymptotic expansion method for error estimation is employed for a network of gravitational wave detectors to assess the amount of information that can be extracted from gravitational wave observations. Mathematically we derive lower bounds in the errors that any parameter estimator will have in the absence of prior knowledge to distinguish between the post-Einsteinian (ppE) description of coalescing binary systems and that of general relativity. When such errors are smaller than the parameter value, there is possibility to detect these violations from GR. A parameter space with inclusion of dominant dephasing ppE parameters $(\beta, b)$ is used for a study of first- and second-order (co)variance expansions, focusing on the inspiral stage of a nonspinning binary system of zero eccentricity detectible through Adv. LIGO and Adv. Virgo. Our procedure is an improvement of the Cram\'{e}r-Rao Lower Bound. When Bayesian errors are lower than our bound it means that they depend critically on the priors. The analysis indicates the possibility of constraining deviations from GR in inspiral SNR ($\rho \sim 15-17$) regimes that are achievable in upcoming scientific runs (GW150914 had an inspiral SNR $\sim 12$). The errors on $\beta$ also increase errors of other parameters such as the chirp mass $\mathcal{M}$ and symmetric mass ratio $\eta$. Application is done to existing alternative theories of gravity, which include modified dispersion relation of the waveform, non-spinning models of quadratic modified gravity, and dipole gravitational radiation (i.e., Brans-Dicke type) modifications.Comment: 15 pages, 9 figure