Stabilizing the asymptotic covariance of an estimate

DOI10.1214/10-EJS562zbMath1329.62112OpenAlexW2020506900MaRDI QIDQ1952047

Christopher S. Withers, Saralees Nadarajah

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1265296593

zbMATH Keywords

distribution-freeestimatesinfluence functionasymptoticconfidence regionsmultivariate normalstabilizing

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric tolerance and confidence regions (62F25) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

A differential equation for a class of discrete lifetime distributions with an application in reliability

Cites Work

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• The bias and skewness of \(M\)-estimators in regression
• Covariance stabilizing transformations
• The Behaviour of Estimators of the Parameters of Various Yield-Density Relationships

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