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Saddlepoint expansions for GEL estimators - MaRDI portal

Saddlepoint expansions for GEL estimators (Q2353365)

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Saddlepoint expansions for GEL estimators
scientific article

    Statements

    title
    Saddlepoint expansions for GEL estimators (English)
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    author
    Gubhinder Kundhi
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    Paul Rilstone
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    publication date
    9 July 2015
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    zbMATH Keywords
    higher-order asymptotics
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    Edgeworth expansions
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    saddlepoint expansions
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    generalized empirical likelihood
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    generalized method of moments
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    cites work
    Q3825928
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    Q2859015
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    Q3996154
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    Q4523872
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    Q4298907
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    Q3703102
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    Identifiers

    Mathematics Subject Classification ID
    62E20
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    62G05
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    62P20
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    zbMATH DE Number
    6456938
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    OpenAlex ID
    W1963860052
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