On the asymptotic bias of estimators under parameter drift

DOI10.1016/0167-7152(88)90054-5zbMath0662.62017OpenAlexW2007961568MaRDI QIDQ1113568

Alexander Shapiro, Michael W. Browne

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90054-5

zbMATH Keywords

asymptotic biasmoment structuresparameter driftasymptotically unbiasedminimum discrepancy estimators

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Constructing a covariance matrix that yields a specified minimizer and a specified minimum discrepancy function value

Cites Work

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• Some comments on maximum likelihood and partial least squares methods
• The performance of the likelihood ratio test when the model is incorrect
• Asymptotically distribution‐free methods for the analysis of covariance structures
• Fixed Alternatives and Wald's Formulation of the Noncentral Asymptotic Behavior of the Likelihood Ratio Statistic
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
• Maximum Likelihood Estimation of Misspecified Models

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