On non-existence of moment estimators of the GED power parameter

DOI10.7151/DMPS.1185MaRDI QIDQ6188713zbMATH OpenFDO

Authors Bartosz Stawiarski

Publication date 11 January 2024

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/DMPS.1185

zbMATH Keywords

bootstrap consistencygeneralized error distributionmoment estimatornonparametric bootstrappower parameter

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Limit theorems in probability theory (60F99) Asymptotic properties of parametric estimators (62F12) Bootstrap, jackknife and other resampling methods (62F40)

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