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scientific article; zbMATH DE number 5224920 - MaRDI portal

scientific article; zbMATH DE number 5224920

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Publication:5434051

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zbMath1128.62026MaRDI QIDQ5434051

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Publication date: 9 January 2008

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zbMATH Keywords

asymptotic distribution variance inflation finite sample performance index parameter variance deflation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items (2)

Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality ⋮ Asymptotic variance of test statistics in the ML and QML frameworks

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