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Large Deviation and Other Results for Minimum Contrast Estimators

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  • Jens Jensen
  • Andrew Wood

Abstract

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  • Jens Jensen & Andrew Wood, 1998. "Large Deviation and Other Results for Minimum Contrast Estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(4), pages 673-695, December.
    • Handle: RePEc:spr:aistmt:v:50:y:1998:i:4:p:673-695
    DOI: 10.1023/A:1003708829482
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    References listed on IDEAS

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    1. Ann Mitchell, 1989. "The information matrix, skewness tensor and a-connections for the general multivariate elliptic distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 41(2), pages 289-304, June.
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    Cited by:

    1. Sowell, Fallaw, 2009. "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper 15494, University Library of Munich, Germany, revised May 2009.
    2. Lorenzo Camponovo & Taisuke Otsu, 2017. "Relative error accurate statistic based on nonparametric likelihood," STICERD - Econometrics Paper Series 593, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    3. Otsu, Taisuke, 2011. "Moderate deviations of generalized method of moments and empirical likelihood estimators," Journal of Multivariate Analysis, Elsevier, vol. 102(8), pages 1203-1216, September.
    4. Eugene Demidenko, 2017. "Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(3), pages 636-665, September.
    5. Camponovo, Lorenzo & Matsushita, Yukitoshi & Otsu, Taisuke, 2021. "Relative error accurate statistic based on nonparametric likelihood," LSE Research Online Documents on Economics 107521, London School of Economics and Political Science, LSE Library.
    6. Miguel Arcones, 2002. "Moderate deviations for M-estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 11(2), pages 465-500, December.
    7. Almudevar, Anthony, 2016. "Higher order density approximations for solutions to estimating equations," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 424-439.

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