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Estimation of Fisher information using model selection

Year of publication:
2010
Authors: Mielniczuk, Jan ; Wojtyś, Małgorzata
Published in:
Metrika. - Springer. - Vol. 72.2010, 2, p. 163-187
Publisher: Springer
Subject: Fisher information | Post model selection estimation | Bayes information criterion (BIC) | Kernel estimator of a density | Sheather–Jones bandwidth
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10008673975
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