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Year of publication
Subject
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asymptotically efficient 2 AMS 1991 subject classification: 93E20 1 Adaptive estimators 1 Asymptotically efficient estimators 1 GLS 1 Kronecker indices 1 ML 1 Minimum Hellinger distance estimators 1 Robust estimators 1 Semiparametric models 1 UMP test 1 UMVUE 1 asymptotic bias 1 asymptotic expansions 1 asymptotic normality 1 asymptotically efficient estimators 1 echelon form 1 generalized least squares 1 invertible process 1 linear estimation 1 maximum likelihood 1 p-value 1 power 1 process precision index 1 simulation 1 stationary process 1 stochastic approximation 1 three-step linear estimation 1 two-step linear estimation 1 unbiased estimator 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 3 Book / Working Paper 1
Language
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Undetermined 4
Author
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Dufour, Jean-Marie 1 Jouini, Tarek 1 Karunamuni, Rohana J. 1 Pearn, W. 1 Pergamenshchikov, S. 1 Wu, Jingjing 1 Yang, Y. 1
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Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
Published in...
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CIRANO Working Papers 1 Journal of Multivariate Analysis 1 Quality & Quantity: International Journal of Methodology 1 Statistical Inference for Stochastic Processes 1
Source
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RePEc 4
Showing 1 - 4 of 4
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Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models
Dufour, Jean-Marie; Jouini, Tarek - Centre Interuniversitaire de Recherche en Analyse des … - 2011
asymptotically efficient, when the innovations of the process are Gaussian. The latter is based on using modified approximate …
Persistent link: https://www.econbiz.de/10008855595
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Efficient Hellinger distance estimates for semiparametric models
Wu, Jingjing; Karunamuni, Rohana J. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 1-23
Minimum distance techniques have become increasingly important tools for solving statistical estimation and inference problems. In particular, the successful application of the Hellinger distance approach to fully parametric models is well known. The corresponding optimal estimators, known as...
Persistent link: https://www.econbiz.de/10010572281
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Distributional and Inferential Properties of the Estimated Precision C<Subscript>p</Subscript> Based on Multiple Samples
Pearn, W.; Yang, Y. - In: Quality & Quantity: International Journal of Methodology 37 (2003) 4, pp. 443-453
Persistent link: https://www.econbiz.de/10009390936
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Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time
Pergamenshchikov, S. - In: Statistical Inference for Stochastic Processes 1 (1998) 2, pp. 197-223
Persistent link: https://www.econbiz.de/10005184596
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