EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
Year of publication: |
2007
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Authors: | Ibragimov, Rustam ; An, M.Y. ; Andrews, D.W.K. ; Andrews, D.W.K. ; Phillips, P.C.B. ; Birnbaum, Z.W. ; Bretagnolle, J. ; Dacunha-Castelle, D. ; Krivine, J.L. ; Cambanis, S. ; Keener, R. ; Simons, G. ; Dharmadhikari, S.W. ; Joag-Dev, K. ; Eaton, M.L. ; Efron, B. ; Fang, K.-T. ; Kotz, S. ; Ng, K.W. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 3, p. 501-518
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