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...
Saved in:
| Main Author: | |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1973
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/57 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |
Be the first to leave a comment!