On statistical transform methods and their efficiency

DOI10.2307/3314814zbMath0566.62021OpenAlexW2074215165MaRDI QIDQ3681724

Andrey Feuerverger, Philip McDunnough

Publication date: 1984

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

Full work available at URL: https://doi.org/10.2307/3314814

zbMATH Keywords

Hilbert spacesempirical processesasymptotic efficiencyFisher informationmaximum likelihoodPitman efficiencyempirical characteristic functionsmoment generating functionsCramer-Rao boundapproximate Bahadur efficiencyempirical transform functionsgeneralized moment proceduresk-L-methodnew inference procedures

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference (62F99) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes (62M99) Asymptotic properties of parametric tests (62F05)

Related Items (25)

Regression with an infinite number of observations applied to estimating the parameters of the stable distribution using the empirical characteristic function ⋮ Inference for the Generalized Normal Laplace Distribution ⋮ Influence for empirical transforms ⋮ Ergodic theorems for extended real-valued random variables ⋮ Wavelet-based estimation for univariate stable laws ⋮ A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates ⋮ Minimum distance estimators for count data based on the probability generating function with applications ⋮ Inference procedures for stable-Paretian stochastic volatility models ⋮ Normality testing for a long-memory sequence using the empirical moment generating function ⋮ On estimating the marginal distribution of a detrended series with long memory ⋮ Minimum-distance methods based on quadratic distances for transforms ⋮ The role of probability generating functions for estimation in incompletely observed random walks ⋮ The credibility premiums based on estimated moment-generating function ⋮ Transform martingale estimating functions ⋮ Empirical probability generating function. An overview ⋮ Estimating parameters for discrete distributions via the empirical probability generating function ⋮ Estimating the noise parameters from observations of a linear process with stable innovations ⋮ Inference for the positive stable laws based on a special quadratic distance ⋮ Inference based on adaptive grid selection of probability transforms ⋮ On inference from Markov chain macro-data using transforms ⋮ Methods of characteristic functions in problems of statistical estimation by censored samples ⋮ Two-sample tests based on empirical Hankel transforms ⋮ Statistical methods of estimation and testing of hypotheses. Transl. from the Russian ⋮ Wavelet-based estimation for multivariate stable laws ⋮ Probability Generating Function Based Jeffrey's Divergence for Statistical Inference

Cites Work

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