Some Large-Concentration Parameter Asymptotics for the K-Class Estimators

• المؤلف الرئيسي: Mariano, Roberto S.
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 1975
• الموضوعات: Economics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/271

A sufficient condition is derived in this paper for the consistency and asymptotic normality of the k-class estimators (k-stochastic or nonstochastic) as the concentration parameter increases indefinitely, with the sample size either staying fixed or also increasing. It is further shown that the lim...