Ogasawara, Haruhiko - In: Journal of Multivariate Analysis 100 (2009) 6, pp. 1232-1244
estimators and their logarithmic transformations are derived under arbitrary distributions with possible model misspecification …. The theoretical results considering model misspecification when a model does not hold are shown to be closer to their … simulated values than those neglecting model misspecification. Simulations of the confidence intervals using the normal …