EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
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Publication:4807323
DOI10.1017/S0266466602185021zbMath1033.62020OpenAlexW2269138099MaRDI QIDQ4807323
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466602185021
Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32)
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