Arbeitspapier
Consequences of departure from normality on the properties of calibration estimators
This paper considers the classical and inverse calibration estimators and discusses the consequences of departure from normality of errors on their bias and mean squared error properties when the errors in calibration process are small.
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper ; No. 441
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Shalabh
Toutenburg, Helge
- Ereignis
-
Veröffentlichung
- (wer)
-
Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
- (wo)
-
München
- (wann)
-
2005
- DOI
-
doi:10.5282/ubm/epub.1810
- Handle
- URN
-
urn:nbn:de:bvb:19-epub-1810-4
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Shalabh
- Toutenburg, Helge
- Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Entstanden
- 2005
Ähnliche Objekte (12)
Asymptotic normality and consistency of orthogonal polynomial density estimators
Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap
Reweighting and calibration estimators for complex data structures
Normalzustand : = Normality
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments
A COMPARISON OF SMALL AREA AND CALIBRATION ESTIMATORS VIA SIMULATION
ON ALMOST NORMALITY
Consequences of grouped data for testing for departure from circular uniformity
DIFFERENTIAL POLYNOMIALS AND NORMALITY
The departure
Departure Arrrival
Asymptotic normality and consistency of orthogonal polynomial density estimators
Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap
Reweighting and calibration estimators for complex data structures
Normalzustand : = Normality
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments
A COMPARISON OF SMALL AREA AND CALIBRATION ESTIMATORS VIA SIMULATION
ON ALMOST NORMALITY
Consequences of grouped data for testing for departure from circular uniformity
DIFFERENTIAL POLYNOMIALS AND NORMALITY
The departure
Departure Arrrival
Asymptotic normality and consistency of orthogonal polynomial density estimators
Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap
Reweighting and calibration estimators for complex data structures
Normalzustand : = Normality
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments
A COMPARISON OF SMALL AREA AND CALIBRATION ESTIMATORS VIA SIMULATION
ON ALMOST NORMALITY
Consequences of grouped data for testing for departure from circular uniformity
DIFFERENTIAL POLYNOMIALS AND NORMALITY
The departure