Moderate deviations of generalized method of moments and empirical likelihood estimators
From MaRDI portal
Publication:550173
DOI10.1016/j.jmva.2011.04.002zbMath1218.62022MaRDI QIDQ550173
Publication date: 8 July 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.002
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
60F10: Large deviations
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