Statistics with Estimated Parameters
This paper studies a general problem of making inferences for functions of two sets of parameters where, when the first set is given, there exists a statistic with a known distribution. We study the distribution of this statistic when the first set of parameters is unknown and is replaced by an esti...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2007
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/434 https://ink.library.smu.edu.sg/context/soe_research/article/1433/viewcontent/YangZL2007SS17n220.pdf |
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| Institution: | Singapore Management University |
| Language: | English |