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I have presented in this answerthis answer the issues surrounding the concept of "asymptotic unbiasedness". In short, the issue is whether it is defined as "convergence of the sequence of first moments to the true value", or as "asymptotic distribution having expected value equal to the true value" (of the parameter under estimation).

Under the second approach (which is the more intuitive in my view, while the first and the one the OP discusses can be called "unbiased in the limit"), we have that asymptotic consistency of an estimator is sufficient also for asymptotic unbiasedness. Then, when the MLE is consistent (and it usually is), it will also be asymptotically unbiased.

And no, asymptotic unbiasedness as I use the term, does not guarantee "unbiasedness in the limit" (i.e. convergence of the sequence of first moments).

The conditions for the limit of the sequence of moments to equal the corresponding moment of the asymptotic distribution can be found herehere, and herehere.

I have presented in this answer the issues surrounding the concept of "asymptotic unbiasedness". In short, the issue is whether it is defined as "convergence of the sequence of first moments to the true value", or as "asymptotic distribution having expected value equal to the true value" (of the parameter under estimation).

Under the second approach (which is the more intuitive in my view, while the first and the one the OP discusses can be called "unbiased in the limit"), we have that asymptotic consistency of an estimator is sufficient also for asymptotic unbiasedness. Then, when the MLE is consistent (and it usually is), it will also be asymptotically unbiased.

And no, asymptotic unbiasedness as I use the term, does not guarantee "unbiasedness in the limit" (i.e. convergence of the sequence of first moments).

The conditions for the limit of the sequence of moments to equal the corresponding moment of the asymptotic distribution can be found here, and here.

I have presented in this answer the issues surrounding the concept of "asymptotic unbiasedness". In short, the issue is whether it is defined as "convergence of the sequence of first moments to the true value", or as "asymptotic distribution having expected value equal to the true value" (of the parameter under estimation).

Under the second approach (which is the more intuitive in my view, while the first and the one the OP discusses can be called "unbiased in the limit"), we have that asymptotic consistency of an estimator is sufficient also for asymptotic unbiasedness. Then, when the MLE is consistent (and it usually is), it will also be asymptotically unbiased.

And no, asymptotic unbiasedness as I use the term, does not guarantee "unbiasedness in the limit" (i.e. convergence of the sequence of first moments).

The conditions for the limit of the sequence of moments to equal the corresponding moment of the asymptotic distribution can be found here, and here.

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Alecos Papadopoulos
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I have presented in this answer the issues surrounding the concept of "asymptotic unbiasedness". In short, the issue is whether it is defined as "convergence of the sequence of first moments to the true value", or as "asymptotic distribution having expected value equal to the true value" (of the parameter under estimation).

Under the second approach (which is the more intuitive in my view, while the first and the one the OP discusses can be called "unbiased in the limit"), we have that asymptotic consistency of an estimator is sufficient also for asymptotic unbiasedness. Then, when the MLE is consistent (and it usually is), it will also be asymptotically unbiased.

And no, asymptotic unbiasedness as I use the term, does not guarantee "unbiasedness in the limit" (i.e. convergence of the sequence of first moments).

The conditions for the limit of the sequence of moments to equal the corresponding moment of the asymptotic distribution can be found here, and here.