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Small sample asymptotics: a review with applications to robust statistics

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  • Ronchetti, Elvezio

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  • Ronchetti, Elvezio, 1990. "Small sample asymptotics: a review with applications to robust statistics," Computational Statistics & Data Analysis, Elsevier, vol. 10(3), pages 207-223, December.
    • Handle: RePEc:eee:csdana:v:10:y:1990:i:3:p:207-223
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    Cited by:

    1. Peter C.B.Phillips & Jun Yu, "undated". "Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance," Working Papers CoFie-08-2009, Singapore Management University, Sim Kee Boon Institute for Financial Economics.
    2. Lô, Serigne N. & Ronchetti, Elvezio, 2009. "Robust and accurate inference for generalized linear models," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2126-2136, October.
    3. Rodrigo Alfaro, 2008. "Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator," Working Papers Central Bank of Chile 500, Central Bank of Chile.
    4. Leonid Hanin, 2021. "Cavalier Use of Inferential Statistics Is a Major Source of False and Irreproducible Scientific Findings," Mathematics, MDPI, vol. 9(6), pages 1-13, March.
    5. Maronna, Ricardo A. & Yohai, Victor J., 2010. "Correcting MM estimates for "fat" data sets," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3168-3173, December.
    6. Qian Chen & David E. Giles, 2007. "General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic," Econometrics Working Papers 0702, Department of Economics, University of Victoria.
    7. Lô, Serigne N. & Ronchetti, Elvezio, 2012. "Robust small sample accurate inference in moment condition models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3182-3197.

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