Kao, Chihwa Second-order efficiency in the estimation of heteroscedastic regression models. (English) Zbl 0571.62033 Tamkang J. Manage. Sci. 5, No. 2, 47-64 (1984). This is a survey paper, discussing the second-order optimality of the maximum likelihood method for the estimation of regression coefficients. It discusses some special cases and examples, but does not contain any new results. Reviewer: H.Strasser MSC: 62G05 Nonparametric estimation 62G20 Asymptotic properties of nonparametric inference 62J99 Linear inference, regression 62F12 Asymptotic properties of parametric estimators Keywords:second-order efficiency; multiplicative heteroscedasticity; constant coefficient of variation; Efron’s statistical curvature; survey paper; maximum likelihood; estimation of regression coefficients PDFBibTeX XMLCite \textit{C. Kao}, Tamkang J. Manage. Sci. 5, No. 2, 47--64 (1984; Zbl 0571.62033)