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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1973
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sg-smu-ink.soe_research-10562010-09-23T05:48:03Z Approximations to the Distribution Functions of Theil's K-Class Estimators Mariano, Roberto S. 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 estimators. 1973-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/57 info:doi/10.2307/1914091 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics |
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Econometrics |
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Econometrics Mariano, Roberto S. Approximations to the Distribution Functions of Theil's K-Class Estimators |
| description |
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 estimators. |
| format |
text |
| author |
Mariano, Roberto S. |
| author_facet |
Mariano, Roberto S. |
| author_sort |
Mariano, Roberto S. |
| title |
Approximations to the Distribution Functions of Theil's K-Class Estimators |
| title_short |
Approximations to the Distribution Functions of Theil's K-Class Estimators |
| title_full |
Approximations to the Distribution Functions of Theil's K-Class Estimators |
| title_fullStr |
Approximations to the Distribution Functions of Theil's K-Class Estimators |
| title_full_unstemmed |
Approximations to the Distribution Functions of Theil's K-Class Estimators |
| title_sort |
approximations to the distribution functions of theil's k-class estimators |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
1973 |
| url |
https://ink.library.smu.edu.sg/soe_research/57 |
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1770569017128386560 |