Consequences of departure from normality on the properties of calibration estimators

This paper considers the classical and inverse calibration estimators and discusses the consequences of departure from normality of errors on their bias and mean squared error properties when the errors in calibration process are small.

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Year of publication:	2005
Authors:	Toutenburg, Helge
Publisher:	München : Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen

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Series:	Discussion Paper ; 441
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.5282/ubm/epub.1810 [DOI] 501290311 [GVK] hdl:10419/31131 [Handle]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010276842