Linear Response Estimators for Singular Statistical Models
Defines susceptibility estimators for general observables in parameterized statistical models and proves consistency and asymptotic unbiasedness in the large-n regime.
Excerpt
We define susceptibilities as a measure of the response of an observable quantity of a parameterized statistical model to a perturbation of the data for a general class of observables. We define estimators for these susceptibilities as statistics in a sequence of n data-points and prove that these estimators are consistent and asymptotically unbiased in the large n regime.
Read at source: https://arxiv.org/abs/2605.07970v1