*4.3. Asymptotic E*ffi*ciency*

The asymptotic efficiency of *M*-estimates is numerically computed as follows:

$$\varepsilon f f(T\_n) = \frac{Var(T\_{ML})}{Var(T\_n)} = \frac{\left(\int \psi'(\mathbf{x}) p(\mathbf{x}) \,d\mathbf{x}\right)^2}{I(p) \int \psi^2(\mathbf{x}) p(\mathbf{x}) \,d\mathbf{x}}.$$

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