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  • Search: subject:"asymptotically efficient estimators"
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AMS 1991 subject classification: 93E20 1 Adaptive estimators 1 Asymptotically efficient estimators 1 Minimum Hellinger distance estimators 1 Robust estimators 1 Semiparametric models 1 asymptotic bias 1 asymptotic expansions 1 asymptotic normality 1 asymptotically efficient estimators 1 stochastic approximation 1
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Undetermined 2
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Article 2
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Karunamuni, Rohana J. 1 Pergamenshchikov, S. 1 Wu, Jingjing 1
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Journal of Multivariate Analysis 1 Statistical Inference for Stochastic Processes 1
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RePEc 2
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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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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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