Approximations to the Distribution Functions of Theil's K-Class Estimators
For fixed sample size N, the distribution functions of the k-class estimators (k non-stochastic) are approximated up to terms whose order of magnitude is 1/μ, where μ 2 is what is referred to in the literature as the concentration parameter. Similar results are also given for the double k-class es...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1973
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/57 |
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| Institution: | Singapore Management University |
| Language: | English |