Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461)
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scientific article; zbMATH DE number 5309111
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| English | Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator |
scientific article; zbMATH DE number 5309111 |
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Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (English)
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8 August 2008
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generalized method of moments
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Monte Carlo simulation
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no-moment problem
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tables
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0.7954460978507996
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0.7922754287719727
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0.7890410423278809
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0.7886171340942383
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0.7873719334602356
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