On efficient estimation of linear functionals of a bivariate distribution with known marginals.

DOI10.1016/S0167-7152(02)00206-7zbMath1056.62045MaRDI QIDQ1871260

Hanxiang Peng, Anton Schick

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Orthonormal basisEfficient influence functionLeast dispersed regular estimatorLeast-squares estimators

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (5)

Efficient estimators for functionals of Markov chains with parametric marginals. ⋮ Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring ⋮ Some developments in semiparametric statistics ⋮ Semi-supervised inference: general theory and estimation of means ⋮ Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach

Cites Work

• Efficient estimation of linear functionals of a probability measure \(P\) with known marginal distributions
• An introduction to copulas. Properties and applications
• On a Least Squares Adjustment of a Sampled Frequency Table When the Expected Marginal Totals are Known
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