Edgeworth expansions for GEL estimators

DOI10.1016/j.jmva.2011.11.005zbMath1235.62053OpenAlexW2059067505MaRDI QIDQ765836

Gubhinder Kundhi, Paul Rilstone

Publication date: 22 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.11.005

zbMATH Keywords

generalized method of momentsgeneralized empirical likelihoodhigher order asymptotics

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

Related Items (5)

A higher-order correct fast moving-average bootstrap for dependent data ⋮ On oracle property and asymptotic validity of Bayesian generalized method of moments ⋮ Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators ⋮ Improved density and distribution function estimation ⋮ Saddlepoint expansions for GEL estimators

Cites Work

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