Search Results - subject:"Second-order efficiency"

Fast and accurate computation of the distribution of sums of dependent log-normals

Botev, Zdravko I.; Salomone, Robert; Mackinlay, Daniel - 2019

Persistent link: https://www.econbiz.de/10012116201

On second order efficient robust inference

Paul, Subhadeep; Basu, Ayanendranath - In: Computational Statistics & Data Analysis 88 (2015) C, pp. 187-207

General strategies for constructing second order efficient robust distances from suitable properties of the residual adjustment functions (RAF) are discussed. Based on those properties families of estimators are constructed using the truncated polynomial, negative exponential and sigmoidal...

Persistent link: https://www.econbiz.de/10011264461

Asymptotic second-order efficiency of three-stage procedure with a warranted confidence level

Takada, Yoshikazu - In: Metrika 63 (2006) 1, pp. 19-31

Persistent link: https://www.econbiz.de/10005155945

Second-Order Efficient Test for Inhomogeneous Poisson Processes

Kh, Fazli - In: Statistical Inference for Stochastic Processes 10 (2007) 2, pp. 181-208

Persistent link: https://www.econbiz.de/10005616039

On robustness and efficiency of minimum divergence estimators

Jiménz, Raúl; Shao, Yongzhao - In: TEST: An Official Journal of the Spanish Society of … 10 (2001) 2, pp. 241-248

Persistent link: https://www.econbiz.de/10005613233

Interpretation and manipulation of Edgeworth expansions

Kallenberg, W. - In: Annals of the Institute of Statistical Mathematics 45 (1993) 2, pp. 341-351

Persistent link: https://www.econbiz.de/10005395832