Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach
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References listed on IDEAS
- Modarres, Reza, 2003. "Estimation of a bivariate symmetric distribution function," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 25-34, May.
- Peng, Hanxiang & Schick, Anton, 2002. "On efficient estimation of linear functionals of a bivariate distribution with known marginals," Statistics & Probability Letters, Elsevier, vol. 59(1), pages 83-91, August.
- Forrester Jeffrey S. & Hooper William J. & Peng Hanxiang & Schick Anton, 2003. "On the construction of efficient estimators in semiparametric models," Statistics & Risk Modeling, De Gruyter, vol. 21(2/2003), pages 109-138, February.
- Newey, Whitney K., 1997. "Convergence rates and asymptotic normality for series estimators," Journal of Econometrics, Elsevier, vol. 79(1), pages 147-168, July.
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- Segers, J.J.J. & van den Akker, R. & Werker, B.J.M., 2008. "Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known," Discussion Paper 2008-40, Tilburg University, Center for Economic Research.
- Ursula U. Müller & Hanxiang Peng & Anton Schick, 2019. "Inference about the slope in linear regression: an empirical likelihood approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(1), pages 181-211, February.
- Peng, Hanxiang & Schick, Anton, 2018. "Asymptotic normality of quadratic forms with random vectors of increasing dimension," Journal of Multivariate Analysis, Elsevier, vol. 164(C), pages 22-39.
- Peng Hanxiang & Schick Anton, 2004. "Efficient estimation of a linear functional of a bivariate distribution with equal, but unknown, marginals: The minimum chi-square approach," Statistics & Risk Modeling, De Gruyter, vol. 22(4/2004), pages 301-318, April.
More about this item
KeywordsLeast dispersed regular estimator Least-squares estimators Efficient influence function Empirical estimator Local asymptotic normality;
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