Saddlepoint expansions for GEL estimators

DOI10.1007/S10260-014-0277-4MaRDI QIDQ2353365zbMATH OpenOpenAlexFDO

Authors Gubhinder Kundhi, Paul Rilstone

Publication date 9 July 2015

Published in Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10260-014-0277-4

zbMATH Keywords

Edgeworth expansionsgeneralized empirical likelihoodgeneralized method of momentshigher-order asymptoticssaddlepoint expansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cites work

• A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
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• Edgeworth expansions for GEL estimators
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• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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• Saddlepoint approximations for estimating equations
• Saddlepoint approximations in resampling methods
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• Saddlepoint methods and statistical inference. With comments and a rejoinder by the author
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• The second-order bias and mean squared error of nonlinear estimators
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Cited in

(3)

• The empirical saddlepoint estimator
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
• Edgeworth expansions for GEL estimators

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