Non-nested estimators for the central moments of a conditional expectation and their convergence properties
Year of publication: |
2021
|
---|---|
Authors: | Cheng, Hong-Fa ; Zhang, Kun |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 49.2021, 5, p. 625-632
|
Subject: | Central limit theorems | Central moments | Convergence rate | Nested simulation | Non-nested estimation | Schätztheorie | Estimation theory | Simulation |
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