EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS

DOI10.1017/S0266466602185021MaRDI QIDQ4807323zbMATH OpenOpenAlexFDO

Authors Donald W. K. Andrews

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

zbMATH Keywords

extremum statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistics of extreme values; tail inference (62G32)

Recommendations

• Asymptotic efficiency of maximum entropy estimates
• scientific article; zbMATH DE number 3934212
• Exponential convergence for the k-th order statistics
• Generalization of two asymptotically statistical equivalent theorems
• On the asymptotics of distributions of two-step statistical estimates
• The 3/2th and 2nd order asymptotic efficiency of maximum probability estimators in non-regular cases
• Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes
• Structure of higher-order asymptotic theory of statistical estimation

Cited in

(7)

• Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
• Rate of convergence of \(k\)-step Newton estimators to efficient likelihood estimators
• Bootstrapping GMM estimators for time series
• Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
• Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
• A new class of asymptotically efficient estimators for moment condition models

This page was built for publication: EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4807323)