EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF [alpha]-SYMMETRIC DISTRIBUTIONS

DOI10.1017/S0266466607070223zbMath1237.62042MaRDI QIDQ2886956

Rustam Ibragimov

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62G32: Statistics of extreme values; tail inference

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Cites Work

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